+366.6%
CBRE vs HRB
+221.6%
+145.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.9% |
| 7D | -1.8% | -5.1% | +3.3% | 0.0% |
| 30D | +3.3% | +8.7% | -5.4% | +0.3% |
| 3M | -12.4% | -5.4% | -7.0% | -11.0% |
| 6M | -5.4% | +41.6% | -46.9% | -17.2% |
| YTD | -17.2% | +18.7% | -35.9% | -24.0% |
| 1Y | -13.1% | +16.4% | -29.5% | -19.8% |
| 3Y | +81.6% | +22.0% | +59.6% | +59.3% |
| 5Y | +26.4% | +141.2% | -114.8% | -17.6% |
| All | +366.6% | +221.6% | +145.0% | +151.5% |
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