+431.5%
APLD vs HUM
-8.3%
+439.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | -13.2% | +7.5% | -20.7% | -13.2% |
| 3M | -33.8% | +10.2% | -44.0% | -33.7% |
| 6M | -5.9% | +132.5% | -138.4% | -5.0% |
| YTD | +5.1% | +57.6% | -52.5% | +4.9% |
| 1Y | +51.8% | +48.6% | +3.2% | +51.0% |
| 3Y | +397.7% | -11.2% | +408.8% | +440.0% |
| All | +431.5% | -8.3% | +439.9% | +338.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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