+3,484.8%
CBRE vs HBM
+471.0%
+3,013.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.2% | -1.6% |
| 7D | -0.5% | +2.4% | -2.9% | -1.1% |
| 30D | +3.1% | -16.0% | +19.0% | +6.8% |
| 3M | -6.4% | -21.3% | +15.0% | -2.1% |
| 6M | -7.9% | -12.2% | +4.3% | -8.0% |
| YTD | -16.2% | +10.7% | -26.8% | -22.3% |
| 1Y | -11.2% | +30.3% | -41.5% | -21.1% |
| 3Y | +83.4% | +432.2% | -348.8% | +9.8% |
| 5Y | +28.4% | +218.8% | -190.4% | -18.0% |
| 10Y | +386.8% | +281.4% | +105.4% | +135.6% |
| All | +3,484.8% | +471.0% | +3,013.9% | +847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling