+443.7%
APLD vs HUBB
+170.9%
+272.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +4.1% | +0.5% | +3.5% | +3.6% |
| 30D | -11.7% | -10.0% | -1.7% | -1.6% |
| 3M | -40.3% | -4.8% | -35.5% | -37.4% |
| 6M | -8.0% | -5.6% | -2.4% | -3.0% |
| YTD | +7.5% | +4.7% | +2.9% | +3.7% |
| 1Y | +84.0% | +6.7% | +77.3% | +74.7% |
| 3Y | +356.2% | +45.8% | +310.5% | +248.4% |
| All | +443.7% | +170.9% | +272.8% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling