+3,694.0%
ANET vs HWM
+1,311.7%
+2,382.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +3.0% | -11.4% | +14.4% | +7.0% |
| 30D | -5.2% | -18.5% | +13.3% | +1.1% |
| 3M | +27.6% | -13.2% | +40.8% | +33.4% |
| 6M | +44.4% | -8.7% | +53.1% | +46.9% |
| YTD | +52.3% | +12.2% | +40.2% | +43.7% |
| 1Y | +30.4% | +24.9% | +5.5% | +18.3% |
| 3Y | +313.3% | +383.9% | -70.7% | +142.9% |
| 5Y | +810.0% | +646.1% | +163.9% | +367.5% |
| All | +3,694.0% | +1,311.7% | +2,382.3% | +1,339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling