+401.2%
CBRE vs HBM
+625.8%
-224.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.7% | +5.5% | -7.2% | -2.7% |
| 30D | -3.0% | +3.3% | -6.2% | -3.8% |
| 3M | +2.6% | +12.7% | -10.0% | -1.0% |
| 6M | +2.0% | +28.2% | -26.2% | -5.3% |
| YTD | -13.1% | +45.3% | -58.4% | -22.3% |
| 1Y | -13.8% | +121.7% | -135.5% | -30.0% |
| 3Y | +63.9% | +523.5% | -459.7% | +2.4% |
| 5Y | +42.3% | +393.9% | -351.6% | -11.1% |
| 10Y | +401.2% | +647.9% | -246.7% | +137.4% |
| All | +401.2% | +625.8% | -224.7% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling