+1,564.7%
ANET vs USHY
+49.7%
+1,515.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -0.7% | +3.7% | +4.5% |
| 30D | -5.2% | -0.7% | -4.5% | -3.8% |
| 3M | +27.6% | +0.1% | +27.6% | +27.7% |
| 6M | +44.4% | +1.8% | +42.6% | +40.0% |
| YTD | +52.3% | +1.8% | +50.5% | +47.9% |
| 1Y | +30.4% | +3.3% | +27.1% | +23.0% |
| 3Y | +313.3% | +27.0% | +286.3% | +165.3% |
| 5Y | +810.0% | +21.0% | +789.0% | +556.6% |
| All | +1,564.7% | +49.7% | +1,515.0% | +692.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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