+64.7%
HBAN vs CBRE
+2,146.2%
-2,081.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +0.1% |
| 7D | +2.1% | -1.5% | +3.6% | +2.7% |
| 30D | -4.5% | -4.0% | -0.5% | -3.1% |
| 3M | +2.6% | +8.0% | -5.5% | -1.6% |
| 6M | +4.7% | +4.0% | +0.8% | +1.9% |
| YTD | -1.5% | -11.5% | +10.0% | +2.2% |
| 1Y | -1.9% | -13.0% | +11.1% | +2.6% |
| 3Y | +75.2% | +66.9% | +8.3% | +34.7% |
| 5Y | +37.2% | +45.0% | -7.9% | +11.5% |
| 10Y | +156.6% | +385.0% | -228.4% | +22.4% |
| All | +64.7% | +2,146.2% | -2,081.5% | -53.4% |
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