+483.7%
APLD vs HUBS
-46.3%
+530.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +8.3% |
| 7D | +16.6% | -4.3% | +20.8% | +18.1% |
| 30D | -3.1% | +14.2% | -17.4% | -8.8% |
| 3M | -30.9% | +15.5% | -46.4% | -38.2% |
| 6M | +12.6% | -18.9% | +31.5% | +11.5% |
| YTD | +15.5% | -40.1% | +55.5% | +29.9% |
| 1Y | +103.5% | -51.8% | +155.3% | +152.2% |
| 3Y | +446.5% | -55.2% | +501.8% | +568.8% |
| All | +483.7% | -46.3% | +530.0% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling