+459.6%
APLD vs HUBB
+167.5%
+292.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.0% |
| 7D | +9.0% | +1.1% | +7.9% | +7.9% |
| 30D | -6.6% | -9.6% | +3.0% | +3.7% |
| 3M | -35.2% | -6.2% | -29.1% | -31.1% |
| 6M | +0.4% | -6.2% | +6.6% | +6.4% |
| YTD | +10.7% | +3.4% | +7.3% | +8.2% |
| 1Y | +78.6% | +5.3% | +73.2% | +71.8% |
| 3Y | +423.9% | +44.4% | +379.6% | +305.4% |
| All | +459.6% | +167.5% | +292.1% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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