+1,645.7%
HCA vs CBRE
+442.1%
+1,203.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.0% | +0.8% |
| 7D | -2.8% | -1.5% | -1.3% | -2.2% |
| 30D | -2.7% | -4.0% | +1.3% | -1.4% |
| 3M | +11.5% | +8.0% | +3.5% | +7.6% |
| 6M | -24.3% | +4.0% | -28.3% | -26.1% |
| YTD | -13.6% | -11.5% | -2.1% | -11.2% |
| 1Y | -3.2% | -13.0% | +9.8% | -0.1% |
| 3Y | +50.4% | +66.9% | -16.5% | +12.2% |
| 5Y | +64.8% | +45.0% | +19.7% | +28.3% |
| 10Y | +456.5% | +385.0% | +71.5% | +156.2% |
| All | +1,645.7% | +442.1% | +1,203.6% | +575.3% |
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