+3,567.4%
ANET vs HWM
+1,330.2%
+2,237.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.7% | -8.0% | +11.7% | +6.4% |
| 30D | +0.7% | -18.0% | +18.7% | +7.2% |
| 3M | +26.8% | -9.5% | +36.3% | +30.6% |
| 6M | +40.7% | -8.4% | +49.0% | +43.0% |
| YTD | +47.2% | +13.6% | +33.6% | +38.3% |
| 1Y | +36.0% | +30.2% | +5.7% | +21.6% |
| 3Y | +292.8% | +392.2% | -99.4% | +129.5% |
| 5Y | +761.9% | +645.2% | +116.8% | +342.5% |
| All | +3,567.4% | +1,330.2% | +2,237.2% | +1,284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling