+244.7%
APLD vs HUT
+156.3%
+88.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.3% | -0.8% | +2.9% |
| 7D | +3.1% | +3.7% | -0.6% | -0.6% |
| 30D | -29.4% | -32.3% | +2.9% | -13.0% |
| 3M | -42.8% | -35.6% | -7.1% | -28.4% |
| 6M | -59.5% | -42.1% | -17.4% | -46.3% |
| YTD | -31.8% | +24.1% | -55.9% | -40.5% |
| 1Y | -46.0% | +27.9% | -73.9% | -54.3% |
| 3Y | +252.0% | +409.1% | -157.1% | +28.5% |
| All | +244.7% | +156.3% | +88.5% | +7.9% |
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