+244.7%
APLD vs HAS
+74.8%
+169.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +6.6% |
| 7D | +3.1% | +2.2% | +0.9% | +1.9% |
| 30D | -29.4% | +29.6% | -59.0% | -39.3% |
| 3M | -42.8% | +30.3% | -73.0% | -51.2% |
| 6M | -59.5% | +25.6% | -85.1% | -65.1% |
| YTD | -31.8% | +50.8% | -82.6% | -47.7% |
| 1Y | -46.0% | +63.0% | -109.0% | -60.6% |
| 3Y | +252.0% | +211.6% | +40.4% | +61.0% |
| All | +244.7% | +74.8% | +169.9% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling