+5,571.6%
ANET vs HST
+62.7%
+5,508.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.0% | +2.0% | +1.0% | +2.3% |
| 30D | +3.3% | -5.2% | +8.6% | +5.1% |
| 3M | +24.7% | -6.2% | +30.9% | +26.9% |
| 6M | +46.7% | +20.4% | +26.3% | +36.6% |
| YTD | +48.8% | +30.6% | +18.2% | +34.6% |
| 1Y | +39.2% | +37.4% | +1.9% | +23.1% |
| 3Y | +296.9% | +66.1% | +230.8% | +226.8% |
| 5Y | +767.5% | +73.7% | +693.8% | +601.1% |
| 10Y | +3,734.5% | +99.8% | +3,634.7% | +2,699.6% |
| All | +5,571.6% | +62.7% | +5,508.9% | +3,931.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling