+5,537.2%
ANET vs HAS
+162.9%
+5,374.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -1.8% | +2.3% | -4.1% | -2.7% |
| 3M | +16.7% | +10.4% | +6.4% | +12.2% |
| 6M | +43.7% | -3.2% | +47.0% | +43.5% |
| YTD | +47.9% | +15.4% | +32.5% | +38.3% |
| 1Y | +37.3% | +18.8% | +18.5% | +26.9% |
| 3Y | +292.7% | +43.9% | +248.8% | +229.6% |
| 5Y | +753.8% | +13.9% | +740.0% | +668.5% |
| 10Y | +3,730.1% | +56.4% | +3,673.7% | +2,667.0% |
| All | +5,537.2% | +162.9% | +5,374.3% | +2,889.1% |
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