+27.1%
HD vs APLD
+254.9%
-227.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | +5.2% | -6.3% | +11.5% | +5.3% |
| 30D | +20.7% | -29.6% | +50.3% | +21.4% |
| 3M | +0.8% | -42.6% | +43.4% | +1.7% |
| 6M | +12.2% | -59.6% | +71.8% | +13.8% |
| YTD | +4.2% | -32.0% | +36.2% | +4.2% |
| 1Y | -2.6% | -46.9% | +44.4% | -2.3% |
| 3Y | +30.0% | +255.7% | -225.6% | +20.2% |
| All | +27.1% | +254.9% | -227.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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