+392.5%
CBRE vs HUBB
+446.9%
-54.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +0.8% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | -4.7% | -10.0% | +5.3% | +1.0% |
| 3M | +6.5% | -1.6% | +8.1% | +5.6% |
| 6M | +6.1% | -3.1% | +9.1% | +4.8% |
| YTD | -12.6% | +4.6% | -17.2% | -18.2% |
| 1Y | -15.3% | +3.3% | -18.7% | -20.9% |
| 3Y | +64.6% | +46.6% | +18.0% | +14.5% |
| 5Y | +45.0% | +158.7% | -113.7% | -35.9% |
| All | +392.5% | +446.9% | -54.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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