+305.3%
APLD vs HAS
+212.5%
+92.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.4% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | -21.4% | +26.3% | -47.7% | -30.4% |
| 3M | -47.8% | +25.6% | -73.4% | -53.8% |
| 6M | -64.9% | +30.3% | -95.1% | -69.9% |
| YTD | -34.9% | +50.4% | -85.2% | -49.0% |
| 1Y | -30.7% | +57.7% | -88.5% | -47.3% |
| 3Y | +305.3% | +213.4% | +92.0% | +53.8% |
| All | +305.3% | +212.5% | +92.8% | +53.8% |
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