+444.7%
APLD vs HUBS
-49.7%
+494.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +0.2% | -9.0% | +9.2% | +3.3% |
| 30D | -15.2% | +7.2% | -22.4% | -18.3% |
| 3M | -36.3% | +20.9% | -57.2% | -44.3% |
| 6M | -7.4% | -13.0% | +5.7% | -12.1% |
| YTD | +7.7% | -43.8% | +51.6% | +23.9% |
| 1Y | +53.8% | -54.6% | +108.4% | +94.7% |
| 3Y | +407.1% | -58.5% | +465.6% | +538.2% |
| All | +444.7% | -49.7% | +494.4% | +420.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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