+164.4%
APLD vs HAS
+182.9%
-18.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.7% | -13.0% | -13.8% |
| 7D | -27.0% | 0.0% | -27.0% | -27.0% |
| 30D | -44.1% | +31.3% | -75.4% | -51.7% |
| 3M | -52.6% | +32.1% | -84.7% | -59.4% |
| 6M | -64.5% | +28.1% | -92.6% | -69.5% |
| YTD | -42.2% | +49.1% | -91.3% | -54.9% |
| 1Y | -57.2% | +60.5% | -117.7% | -68.1% |
| All | +164.4% | +182.9% | -18.5% | +0.3% |
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 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