+3,847.4%
ANET vs HON
+136.9%
+3,710.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -3.5% | +6.5% | +5.2% |
| 30D | -5.2% | -13.8% | +8.6% | +3.5% |
| 3M | +27.6% | -11.7% | +39.3% | +36.3% |
| 6M | +44.4% | -18.7% | +63.1% | +61.2% |
| YTD | +52.3% | +0.2% | +52.1% | +48.6% |
| 1Y | +30.4% | -3.1% | +33.5% | +29.4% |
| 3Y | +313.3% | +17.0% | +296.3% | +255.8% |
| 5Y | +810.0% | +2.0% | +808.0% | +751.3% |
| All | +3,847.4% | +136.9% | +3,710.4% | +2,024.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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