+269.3%
APLD vs HAS
+79.3%
+189.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.4% |
| 7D | +7.8% | +2.0% | +5.8% | +6.9% |
| 30D | -23.0% | +30.9% | -53.9% | -34.0% |
| 3M | -39.7% | +28.8% | -68.4% | -48.1% |
| 6M | -59.8% | +32.3% | -92.2% | -66.4% |
| YTD | -27.0% | +54.7% | -81.6% | -44.7% |
| 1Y | -37.3% | +63.2% | -100.5% | -54.2% |
| 3Y | +281.9% | +220.7% | +61.2% | +71.9% |
| All | +269.3% | +79.3% | +189.9% | +162.3% |
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