+5,397.9%
ANET vs HIG
+391.1%
+5,006.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.6% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | +24.5% | +6.3% | +18.2% | +21.8% |
| 6M | +35.4% | +0.6% | +34.8% | +34.1% |
| YTD | +44.2% | +0.6% | +43.6% | +42.6% |
| 1Y | +25.4% | +6.1% | +19.3% | +21.6% |
| 3Y | +284.8% | +102.0% | +182.8% | +201.0% |
| 5Y | +761.7% | +119.2% | +642.5% | +552.6% |
| 10Y | +3,691.2% | +312.5% | +3,378.7% | +2,085.5% |
| All | +5,397.9% | +391.1% | +5,006.8% | +2,616.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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