+836.7%
HAS vs CBRE
+2,234.5%
-1,397.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.8% | -2.0% | +0.2% | -1.4% |
| 30D | +2.3% | -2.2% | +4.5% | +2.7% |
| 3M | +10.4% | +12.9% | -2.5% | +7.1% |
| 6M | -3.2% | +4.3% | -7.5% | -4.6% |
| YTD | +15.4% | -8.0% | +23.5% | +16.6% |
| 1Y | +18.8% | -8.6% | +27.4% | +20.1% |
| 3Y | +43.9% | +71.9% | -27.9% | +25.1% |
| 5Y | +13.9% | +50.0% | -36.1% | +1.5% |
| 10Y | +56.4% | +390.1% | -333.6% | +7.5% |
| All | +836.7% | +2,234.5% | -1,397.8% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling