+389.6%
CBRE vs HRB
+209.3%
+180.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -1.7% | -10.6% | +8.9% | +2.1% |
| 30D | -3.0% | -0.8% | -2.1% | -3.3% |
| 3M | +2.6% | +19.1% | -16.4% | -4.3% |
| 6M | +2.0% | +48.7% | -46.7% | -13.4% |
| YTD | -13.1% | +7.1% | -20.2% | -17.2% |
| 1Y | -13.8% | -8.3% | -5.5% | -13.5% |
| 3Y | +63.9% | +25.8% | +38.0% | +41.5% |
| 5Y | +42.3% | +111.1% | -68.8% | -2.7% |
| All | +389.6% | +209.3% | +180.3% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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