+364.6%
CBRE vs HBM
+285.4%
+79.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.2% |
| 7D | -2.8% | +5.1% | -7.8% | -3.7% |
| 30D | +2.2% | -15.8% | +18.0% | +5.3% |
| 3M | -10.1% | -22.4% | +12.3% | -6.4% |
| 6M | -8.0% | -20.2% | +12.2% | -6.2% |
| YTD | -17.6% | +9.0% | -26.6% | -22.6% |
| 1Y | -14.7% | +27.4% | -42.1% | -22.6% |
| 3Y | +80.4% | +424.2% | -343.9% | +15.3% |
| 5Y | +25.9% | +196.1% | -170.2% | -13.6% |
| All | +364.6% | +285.4% | +79.1% | +135.7% |
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