+389.6%
CBRE vs HIG
+314.3%
+75.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | -3.0% | -2.8% | -0.1% | -1.3% |
| 3M | +2.6% | +6.3% | -3.7% | -1.4% |
| 6M | +2.0% | -0.1% | +2.1% | +1.5% |
| YTD | -13.1% | +0.4% | -13.6% | -14.1% |
| 1Y | -13.8% | +6.2% | -20.1% | -17.9% |
| 3Y | +63.9% | +101.6% | -37.8% | +3.2% |
| 5Y | +42.3% | +119.8% | -77.5% | -15.4% |
| All | +389.6% | +314.3% | +75.3% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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