+373.4%
APLD vs HAS
+44.2%
+329.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +4.1% | -1.8% | +5.9% | +5.1% |
| 30D | -11.7% | +2.3% | -14.0% | -12.9% |
| 3M | -40.3% | +10.4% | -50.6% | -43.9% |
| 6M | -8.0% | -3.2% | -4.7% | -7.2% |
| YTD | +7.5% | +15.4% | -7.9% | -3.1% |
| 1Y | +84.0% | +18.8% | +65.2% | +61.5% |
| All | +373.4% | +44.2% | +329.2% | +302.0% |
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