-52.6%
APLD vs HUT
-54.8%
+2.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.1% | -8.6% | -10.7% |
| 7D | -27.0% | -30.8% | +3.8% | -9.3% |
| 30D | -44.1% | -50.2% | +6.1% | -14.3% |
| 3M | -52.6% | -50.5% | -2.1% | -27.4% |
| All | -52.6% | -54.8% | +2.2% | -27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling