+366.6%
CBRE vs HIG
+261.7%
+104.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.8% | +2.6% | -4.4% | -3.3% |
| 30D | +3.3% | +4.2% | -0.9% | +0.8% |
| 3M | -12.4% | +0.2% | -12.6% | -12.5% |
| 6M | -5.4% | +4.6% | -10.0% | -8.4% |
| YTD | -17.2% | +1.1% | -18.3% | -18.6% |
| 1Y | -13.1% | +4.7% | -17.8% | -16.4% |
| 3Y | +81.6% | +95.5% | -13.9% | +16.5% |
| 5Y | +26.4% | +111.7% | -85.2% | -23.1% |
| All | +366.6% | +261.7% | +104.9% | +91.2% |
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