+1.2%
HAL vs CBRE
+378.3%
-377.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.4% |
| 7D | +0.5% | -1.5% | +2.0% | +1.1% |
| 30D | +15.9% | -4.0% | +19.9% | +17.7% |
| 3M | -8.7% | +8.0% | -16.7% | -14.3% |
| 6M | +9.0% | +4.0% | +5.1% | +3.4% |
| YTD | +32.0% | -11.5% | +43.5% | +35.4% |
| 1Y | +72.5% | -13.0% | +85.5% | +77.7% |
| 3Y | -4.5% | +66.9% | -71.4% | -38.3% |
| 5Y | +109.7% | +45.0% | +64.6% | +42.5% |
| 10Y | +1.2% | +385.0% | -383.8% | -64.5% |
| All | +1.2% | +378.3% | -377.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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