+2,076.3%
CBRE vs HALO
+2,287.4%
-211.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.8% | -3.2% | +1.5% | -1.0% |
| 30D | +3.3% | -14.2% | +17.5% | +6.7% |
| 3M | -12.4% | -0.4% | -12.0% | -12.8% |
| 6M | -5.4% | +43.2% | -48.5% | -14.2% |
| YTD | -17.2% | +49.0% | -66.2% | -26.1% |
| 1Y | -13.1% | +40.8% | -53.9% | -21.5% |
| 3Y | +81.6% | +167.4% | -85.8% | +35.0% |
| 5Y | +26.4% | +157.4% | -130.9% | -7.8% |
| 10Y | +381.6% | +697.1% | -315.4% | +141.4% |
| All | +2,076.3% | +2,287.4% | -211.0% | +483.0% |
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