+1,103.8%
HAS vs CBRE
+2,039.6%
-935.9%
-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 | -0.2% | +5.2% | -5.3% | -1.4% |
| 30D | +31.0% | +6.2% | +24.8% | +29.1% |
| 3M | +30.7% | -8.1% | +38.8% | +32.8% |
| 6M | +23.9% | -6.6% | +30.6% | +25.1% |
| YTD | +48.3% | -15.7% | +64.0% | +52.5% |
| 1Y | +60.2% | -9.7% | +69.9% | +62.1% |
| 3Y | +189.2% | +80.4% | +108.8% | +148.7% |
| 5Y | +50.4% | +27.0% | +23.4% | +38.9% |
| 10Y | +104.2% | +412.9% | -308.7% | +39.5% |
| All | +1,103.8% | +2,039.6% | -935.9% | +454.3% |
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