+255.7%
APLD vs HUBB
+58.5%
+197.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.7% |
| 7D | -6.3% | -2.6% | -3.8% | -2.7% |
| 30D | -29.6% | -7.7% | -21.9% | -22.7% |
| 3M | -42.6% | -13.0% | -29.6% | -32.5% |
| 6M | -59.6% | -10.6% | -49.0% | -54.4% |
| YTD | -32.0% | -0.6% | -31.4% | -31.0% |
| 1Y | -46.9% | -4.1% | -42.8% | -43.5% |
| 3Y | +255.7% | +57.2% | +198.5% | +221.7% |
| All | +255.7% | +58.5% | +197.2% | +221.7% |
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 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