+2,225.8%
CBRE vs HALO
+2,478.8%
-253.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.4% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | -4.0% | +5.0% | -9.0% | -5.2% |
| 3M | +8.0% | +53.1% | -45.1% | -3.0% |
| 6M | +4.0% | +60.8% | -56.8% | -7.9% |
| YTD | -11.5% | +60.9% | -72.5% | -22.0% |
| 1Y | -13.0% | +42.8% | -55.8% | -21.3% |
| 3Y | +66.9% | +181.3% | -114.4% | +22.7% |
| 5Y | +45.0% | +157.6% | -112.5% | +6.2% |
| 10Y | +385.0% | +910.4% | -525.3% | +128.1% |
| All | +2,225.8% | +2,478.8% | -253.0% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling