+243.9%
APLD vs HAS
+76.1%
+167.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.7% |
| 7D | -6.3% | +3.3% | -9.6% | -8.0% |
| 30D | -29.6% | +30.5% | -60.1% | -39.7% |
| 3M | -42.6% | +29.9% | -72.5% | -51.0% |
| 6M | -59.6% | +26.5% | -86.1% | -65.4% |
| YTD | -32.0% | +51.9% | -83.9% | -48.0% |
| 1Y | -46.9% | +60.9% | -107.9% | -61.0% |
| 3Y | +255.7% | +215.0% | +40.7% | +61.6% |
| All | +243.9% | +76.1% | +167.8% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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