+443.7%
APLD vs HUM
-8.1%
+451.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.8% |
| 7D | +4.1% | +4.2% | -0.1% | +4.0% |
| 30D | -11.7% | +10.4% | -22.1% | -11.8% |
| 3M | -40.3% | +15.1% | -55.3% | -40.1% |
| 6M | -8.0% | +120.9% | -128.9% | -7.3% |
| YTD | +7.5% | +57.9% | -50.4% | +7.3% |
| 1Y | +84.0% | +30.6% | +53.5% | +84.0% |
| 3Y | +356.2% | -9.6% | +365.8% | +389.7% |
| All | +443.7% | -8.1% | +451.9% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling