Recently Jaouad Mourtada and St\' ephane Ga\"iffas showed the anytime hedge algorithm has pseudo-regret $O(\log (d) / \Delta)$ if the cost vectors are generated by an i.i.d sequence in the cube $[0,1]^d$. Here $d$ is the dimension and $\Delta$ the suboptimality gap. This is remarkable because the Hedge algorithm was designed for the antagonistic setting. We prove a similar result for the anytime subgradient algorithm on the simplex. Given i.i.d cost vectors in the unit ball our pseudo-regret bound is $O(1/\Delta)$ and does not depend on the dimension of the problem.