+192.2%
APLD vs HAS
+72.9%
+119.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.3% |
| 3M | -52.6% | +32.1% | -84.7% | -59.9% |
| 6M | -64.5% | +28.1% | -92.6% | -69.8% |
| YTD | -42.2% | +49.1% | -91.3% | -55.4% |
| 1Y | -57.2% | +60.5% | -117.7% | -68.5% |
| 3Y | +159.5% | +183.9% | -24.3% | +25.8% |
| All | +192.2% | +72.9% | +119.3% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling