+226.3%
HPE vs APLD
+230.9%
-4.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.7% | -8.4% | +0.7% |
| 7D | -18.7% | -12.7% | -6.0% | -18.0% |
| 30D | -37.9% | -34.7% | -3.2% | -36.1% |
| 3M | -14.4% | -46.1% | +31.7% | -11.0% |
| 6M | +48.2% | -64.9% | +113.1% | +57.0% |
| YTD | +88.6% | -36.6% | +125.2% | +91.7% |
| 1Y | +94.8% | -50.0% | +144.7% | +99.6% |
| 3Y | +202.7% | +190.1% | +12.6% | +170.7% |
| All | +226.3% | +230.9% | -4.6% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling