(Theme: Attitude) Understanding the return statement

Hello, I tried to search it in the web but still struggling to understand the Return statement in “attitude”:

function attitude_themehorse_link_shortcode() {
   return '<a href="'.esc_url( 'http://themehorse.com' ).'" target="_blank" title="'.esc_attr__( 'Theme Horse', 'attitude' ).'" ><span>'.__( 'Theme Horse', 'attitude') .'</span></a>';
}

I understand it is a function to display a link to attitude.com. I also know some of the very basic html code but I have no idea what it does altogether. Can anyone kindly help me please?

Many thanks!