+313.3%
ANET vs HLT
+99.0%
+214.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.9% |
| 30D | -5.2% | -5.0% | -0.2% | -2.6% |
| 3M | +27.6% | -10.4% | +38.0% | +35.1% |
| 6M | +44.4% | +3.2% | +41.1% | +38.6% |
| YTD | +52.3% | +6.7% | +45.6% | +42.1% |
| 1Y | +30.4% | +10.3% | +20.1% | +18.1% |
| 3Y | +313.3% | +99.3% | +213.9% | +143.9% |
| All | +313.3% | +99.0% | +214.2% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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