+252.0%
APLD vs HAS
+204.3%
+47.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +6.7% |
| 7D | +3.1% | +2.2% | +0.9% | +2.0% |
| 30D | -29.4% | +29.6% | -59.0% | -38.5% |
| 3M | -42.8% | +30.3% | -73.0% | -50.5% |
| 6M | -59.5% | +25.6% | -85.1% | -64.7% |
| YTD | -31.8% | +50.8% | -82.6% | -46.8% |
| 1Y | -46.0% | +63.0% | -109.0% | -59.9% |
| 3Y | +252.0% | +211.6% | +40.4% | +28.1% |
| All | +252.0% | +204.3% | +47.7% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling