+3,847.4%
ANET vs HAS
+61.8%
+3,785.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.1% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -5.2% | -2.8% | -2.4% | -4.4% |
| 3M | +27.6% | +10.1% | +17.5% | +22.9% |
| 6M | +44.4% | -1.4% | +45.8% | +43.2% |
| YTD | +52.3% | +14.2% | +38.1% | +43.1% |
| 1Y | +30.4% | +18.2% | +12.2% | +21.0% |
| 3Y | +313.3% | +48.6% | +264.6% | +243.9% |
| 5Y | +810.0% | +14.2% | +795.8% | +720.6% |
| All | +3,847.4% | +61.8% | +3,785.6% | +2,904.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling