+2,317.2%
CBRE vs HUBB
+1,682.2%
+634.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | -2.2% | -10.0% | +7.8% | +6.4% |
| 3M | +12.9% | -4.8% | +17.7% | +14.3% |
| 6M | +4.3% | -5.6% | +9.9% | +4.4% |
| YTD | -8.0% | +4.7% | -12.7% | -16.8% |
| 1Y | -8.6% | +6.7% | -15.2% | -19.8% |
| 3Y | +71.9% | +45.8% | +26.1% | +2.6% |
| 5Y | +50.0% | +145.9% | -95.9% | -48.5% |
| 10Y | +390.1% | +418.6% | -28.5% | -27.6% |
| All | +2,317.2% | +1,682.2% | +634.9% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling