+2,317.2%
CBRE vs HRB
+352.2%
+1,965.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +1.4% |
| 7D | -2.0% | -5.7% | +3.7% | +0.9% |
| 30D | -2.2% | +7.9% | -10.1% | -6.9% |
| 3M | +12.9% | +32.1% | -19.2% | -3.6% |
| 6M | +4.3% | +62.2% | -57.9% | -22.2% |
| YTD | -8.0% | +16.4% | -24.5% | -18.6% |
| 1Y | -8.6% | -0.3% | -8.3% | -12.8% |
| 3Y | +71.9% | +36.0% | +35.8% | +32.1% |
| 5Y | +50.0% | +125.2% | -75.2% | -17.9% |
| 10Y | +390.1% | +237.7% | +152.4% | +73.8% |
| All | +2,317.2% | +352.2% | +1,965.0% | +478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling