+313.3%
ANET vs HBM
+458.1%
-144.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +3.0% | -3.3% | +6.3% | +4.0% |
| 30D | -5.2% | -4.8% | -0.4% | -4.0% |
| 3M | +27.6% | -0.4% | +28.0% | +26.6% |
| 6M | +44.4% | +17.9% | +26.5% | +33.9% |
| YTD | +52.3% | +33.7% | +18.6% | +34.0% |
| 1Y | +30.4% | +95.6% | -65.2% | +0.2% |
| 3Y | +313.3% | +458.1% | -144.9% | +141.4% |
| All | +313.3% | +458.1% | -144.9% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling