+3,847.4%
ANET vs HL
+273.7%
+3,573.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.8% |
| 7D | +3.0% | -4.4% | +7.4% | +3.6% |
| 30D | -5.2% | +9.3% | -14.5% | -6.5% |
| 3M | +27.6% | +32.0% | -4.4% | +22.7% |
| 6M | +44.4% | -6.4% | +50.8% | +43.9% |
| YTD | +52.3% | +3.1% | +49.2% | +49.0% |
| 1Y | +30.4% | +77.6% | -47.1% | +18.8% |
| 3Y | +313.3% | +392.8% | -79.6% | +227.2% |
| 5Y | +810.0% | +234.1% | +575.9% | +628.1% |
| All | +3,847.4% | +273.7% | +3,573.7% | +2,696.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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