+192.2%
APLD vs HTZ
-91.8%
+283.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -20.8% | +6.1% | -8.7% |
| 7D | -27.0% | -7.7% | -19.3% | -25.4% |
| 30D | -44.1% | -13.1% | -31.0% | -41.9% |
| 3M | -52.6% | +14.7% | -67.3% | -56.3% |
| 6M | -64.5% | -70.6% | +6.1% | -52.5% |
| YTD | -42.2% | -65.2% | +23.0% | -28.6% |
| 1Y | -57.2% | -73.2% | +16.0% | -43.0% |
| 3Y | +159.5% | -80.8% | +240.3% | +241.7% |
| All | +192.2% | -91.8% | +283.9% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling