+16.2%
ANET vs HST
+76.4%
-60.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +4.9% |
| 7D | -4.4% | +3.3% | -7.7% | -4.8% |
| 30D | -13.7% | +16.4% | -30.1% | -15.2% |
| 3M | -6.3% | +5.5% | -11.8% | -6.4% |
| 6M | +3.4% | +31.1% | -27.7% | -3.2% |
| YTD | +36.2% | +55.9% | -19.7% | +24.2% |
| 1Y | +16.2% | +75.6% | -59.4% | +6.6% |
| All | +16.2% | +76.4% | -60.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling