+3,425.0%
CBRE vs HBM
+462.4%
+2,962.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.2% |
| 7D | -2.8% | +5.1% | -7.8% | -3.9% |
| 30D | +2.2% | -15.8% | +18.0% | +5.9% |
| 3M | -10.1% | -22.4% | +12.3% | -5.7% |
| 6M | -8.0% | -20.2% | +12.2% | -6.0% |
| YTD | -17.6% | +9.0% | -26.6% | -23.4% |
| 1Y | -14.7% | +27.4% | -42.1% | -23.8% |
| 3Y | +80.4% | +424.2% | -343.9% | +8.3% |
| 5Y | +25.9% | +196.1% | -170.2% | -18.2% |
| 10Y | +379.5% | +285.4% | +94.1% | +131.3% |
| All | +3,425.0% | +462.4% | +2,962.6% | +835.3% |
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