+45.0%
CBRE vs HRB
+108.2%
-63.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -2.1% |
| 7D | -1.5% | -9.1% | +7.5% | +1.0% |
| 30D | -4.0% | +0.3% | -4.3% | -4.4% |
| 3M | +8.0% | +23.4% | -15.4% | +1.4% |
| 6M | +4.0% | +45.1% | -41.2% | -7.5% |
| YTD | -11.5% | +8.9% | -20.4% | -15.0% |
| 1Y | -13.0% | -7.9% | -5.1% | -12.8% |
| 3Y | +66.9% | +27.9% | +39.0% | +46.3% |
| All | +45.0% | +108.2% | -63.3% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling