+961.8%
ANET vs HUT
+455.5%
+506.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.7% | 0.0% |
| 7D | +3.0% | +28.3% | -25.2% | +0.5% |
| 30D | +3.3% | +12.3% | -9.0% | +1.9% |
| 3M | +24.7% | -16.8% | +41.5% | +25.9% |
| 6M | +46.7% | +111.4% | -64.7% | +34.0% |
| YTD | +48.8% | +116.6% | -67.8% | +34.8% |
| 1Y | +39.2% | +290.5% | -251.2% | +17.9% |
| 3Y | +296.9% | +792.3% | -495.4% | +200.1% |
| 5Y | +767.5% | +94.1% | +673.4% | +566.6% |
| All | +961.8% | +455.5% | +506.3% | +616.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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