+5,537.2%
ANET vs HST
+62.5%
+5,474.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -1.8% | -12.3% | +10.5% | +2.5% |
| 3M | +16.7% | -6.4% | +23.1% | +18.9% |
| 6M | +43.7% | +15.0% | +28.7% | +36.0% |
| YTD | +47.9% | +30.5% | +17.4% | +33.8% |
| 1Y | +37.3% | +35.7% | +1.6% | +21.9% |
| 3Y | +292.7% | +68.4% | +224.4% | +221.9% |
| 5Y | +753.8% | +73.1% | +680.7% | +590.6% |
| 10Y | +3,730.1% | +92.7% | +3,637.4% | +2,728.8% |
| All | +5,537.2% | +62.5% | +5,474.7% | +3,908.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling