+43.4%
CBRE vs HALO
+158.6%
-115.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -5.0% | -2.7% | -2.3% | -4.5% |
| 30D | -4.7% | +5.3% | -10.0% | -5.6% |
| 3M | +6.5% | +51.6% | -45.0% | -2.0% |
| 6M | +6.1% | +61.3% | -55.2% | -3.8% |
| YTD | -12.6% | +59.3% | -71.9% | -20.8% |
| 1Y | -15.3% | +38.3% | -53.6% | -21.3% |
| 3Y | +64.6% | +185.9% | -121.3% | +24.5% |
| All | +43.4% | +158.6% | -115.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 5y: compounded portfolio wealth divided by compounded HALO 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…
5y analysis · Full analysis span regression · 6 months rolling