+27.3%
CBRE vs HALO
+156.0%
-128.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.8% | -3.2% | +1.5% | -1.2% |
| 30D | +3.3% | -14.2% | +17.5% | +5.9% |
| 3M | -12.4% | -0.4% | -12.0% | -12.7% |
| 6M | -5.4% | +43.2% | -48.5% | -12.5% |
| YTD | -17.2% | +49.0% | -66.2% | -24.4% |
| 1Y | -13.1% | +40.8% | -53.9% | -19.9% |
| 3Y | +81.6% | +167.4% | -85.8% | +38.9% |
| All | +27.3% | +156.0% | -128.7% | -6.2% |
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