+243.9%
APLD vs HUT
+155.1%
+88.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -6.3% | -10.9% | +4.6% | -1.5% |
| 30D | -29.6% | -32.6% | +3.1% | -13.0% |
| 3M | -42.6% | -33.7% | -8.9% | -29.3% |
| 6M | -59.6% | -42.3% | -17.2% | -46.3% |
| YTD | -32.0% | +23.6% | -55.5% | -40.5% |
| 1Y | -46.9% | +20.4% | -67.3% | -53.6% |
| 3Y | +255.7% | +423.2% | -167.6% | +28.4% |
| All | +243.9% | +155.1% | +88.8% | +8.0% |
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