+2,100.2%
CBRE vs HIG
+237.6%
+1,862.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -4.6% | -0.7% | -4.0% | -4.4% |
| 30D | +3.0% | +5.4% | -2.4% | +0.7% |
| 3M | -8.7% | -0.9% | -7.8% | -8.4% |
| 6M | -7.9% | +4.8% | -12.7% | -10.0% |
| YTD | -16.3% | +0.9% | -17.2% | -17.1% |
| 1Y | -13.1% | +6.5% | -19.6% | -15.9% |
| 3Y | +83.1% | +95.7% | -12.6% | +35.7% |
| 5Y | +27.7% | +107.1% | -79.4% | -7.4% |
| 10Y | +386.9% | +262.6% | +124.3% | +172.2% |
| All | +2,100.2% | +237.6% | +1,862.6% | +1,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling