+45.0%
CBRE vs HBM
+369.9%
-324.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.5% | -4.8% |
| 7D | -1.5% | +7.4% | -8.9% | -2.8% |
| 30D | -4.0% | +5.1% | -9.1% | -5.1% |
| 3M | +8.0% | +11.1% | -3.1% | +4.9% |
| 6M | +4.0% | +30.2% | -26.2% | -3.3% |
| YTD | -11.5% | +46.2% | -57.7% | -20.7% |
| 1Y | -13.0% | +120.0% | -133.0% | -29.3% |
| 3Y | +66.9% | +527.4% | -460.5% | +1.2% |
| 5Y | +45.0% | +400.4% | -355.3% | -9.7% |
| All | +45.0% | +369.9% | -324.8% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling