+220.6%
APLD vs HAS
+71.9%
+148.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.3% | +10.0% |
| 7D | -12.7% | -0.2% | -12.6% | -12.7% |
| 30D | -34.7% | +31.0% | -65.7% | -44.2% |
| 3M | -46.1% | +30.7% | -76.8% | -54.2% |
| 6M | -64.9% | +23.9% | -88.8% | -69.6% |
| YTD | -36.6% | +48.3% | -84.9% | -50.9% |
| 1Y | -50.0% | +60.2% | -110.2% | -63.2% |
| 3Y | +190.1% | +189.2% | +0.9% | +38.9% |
| All | +220.6% | +71.9% | +148.7% | +132.9% |
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