+229.3%
APLD vs HUT
+158.7%
+70.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.1% | +1.3% | -1.8% |
| 7D | +2.7% | +9.3% | -6.6% | -2.2% |
| 30D | -21.4% | -23.1% | +1.7% | -9.9% |
| 3M | -47.8% | -30.6% | -17.2% | -37.2% |
| 6M | -64.9% | -46.9% | -18.0% | -51.3% |
| YTD | -34.9% | +25.3% | -60.2% | -43.5% |
| 1Y | -30.7% | +59.8% | -90.6% | -48.0% |
| 3Y | +305.3% | +467.2% | -161.9% | +40.5% |
| All | +229.3% | +158.7% | +70.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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