Prepare the steak by cooking it to your desired level of doneness.
Chop shallot, caper, chive, and anchovies finely.
Mix together the shallot, caper, chive, Worcestershire sauce, and anchovies in a bowl.
Season the mixture with hot sauce, horseradish, and vinegar to taste.
Slice the cooked steak and top it with the herby sauce.
Serve the steak with your desired side dish.