+3,847.4%
ANET vs HYG
+56.1%
+3,791.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.7% |
| 7D | +3.0% | -0.7% | +3.7% | +4.5% |
| 30D | -5.2% | -0.7% | -4.5% | -3.7% |
| 3M | +27.6% | -0.2% | +27.8% | +28.4% |
| 6M | +44.4% | +1.4% | +43.0% | +41.1% |
| YTD | +52.3% | +1.5% | +50.9% | +49.0% |
| 1Y | +30.4% | +2.9% | +27.5% | +24.1% |
| 3Y | +313.3% | +25.6% | +287.6% | +172.6% |
| 5Y | +810.0% | +18.6% | +791.5% | +586.2% |
| All | +3,847.4% | +56.1% | +3,791.3% | +1,829.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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