+373.4%
APLD vs HUT
+699.5%
-326.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | -2.0% |
| 7D | +4.1% | +17.8% | -13.7% | -6.2% |
| 30D | -11.7% | +0.8% | -12.6% | -12.9% |
| 3M | -40.3% | -26.8% | -13.5% | -29.3% |
| 6M | -8.0% | +72.6% | -80.5% | -36.8% |
| YTD | +7.5% | +103.6% | -96.1% | -32.1% |
| 1Y | +84.0% | +265.3% | -181.2% | -24.0% |
| All | +373.4% | +699.5% | -326.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling