+291.3%
ANET vs HST
+66.0%
+225.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | +24.5% | -4.0% | +28.5% | +25.8% |
| 6M | +35.4% | +20.7% | +14.7% | +21.7% |
| YTD | +44.2% | +31.0% | +13.2% | +24.6% |
| 1Y | +25.4% | +36.2% | -10.8% | +5.9% |
| All | +291.3% | +66.0% | +225.3% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling