+243.9%
APLD vs HUBB
+157.4%
+86.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.6% |
| 7D | -6.3% | -2.6% | -3.8% | -2.9% |
| 30D | -29.6% | -7.7% | -21.9% | -23.2% |
| 3M | -42.6% | -13.0% | -29.6% | -33.3% |
| 6M | -59.6% | -10.6% | -49.0% | -54.6% |
| YTD | -32.0% | -0.6% | -31.4% | -30.4% |
| 1Y | -46.9% | -4.1% | -42.8% | -43.3% |
| 3Y | +255.7% | +57.2% | +198.5% | +159.5% |
| All | +243.9% | +157.4% | +86.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling