+403.2%
APLD vs HUBB
+51.4%
+351.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +4.1% | +0.5% | +3.5% | +3.5% |
| 30D | -11.7% | -10.0% | -1.7% | -1.0% |
| 3M | -40.3% | -4.8% | -35.5% | -37.4% |
| 6M | -8.0% | -5.6% | -2.4% | -3.1% |
| YTD | +7.5% | +4.7% | +2.9% | +2.8% |
| 1Y | +84.0% | +6.7% | +77.3% | +73.1% |
| All | +403.2% | +51.4% | +351.8% | +334.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling