+26.7%
HD vs APLD
+201.5%
-174.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.7% | +13.1% | -1.3% |
| 7D | +6.4% | -27.0% | +33.4% | +7.0% |
| 30D | +22.1% | -44.1% | +66.1% | +23.3% |
| 3M | -0.2% | -52.6% | +52.4% | +1.1% |
| 6M | +12.6% | -64.5% | +77.1% | +14.5% |
| YTD | +3.9% | -42.2% | +46.1% | +4.2% |
| 1Y | -3.7% | -57.2% | +53.4% | -3.1% |
| 3Y | +27.9% | +159.5% | -131.7% | +19.0% |
| All | +26.7% | +201.5% | -174.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling