+248.6%
HD vs CBRE
+379.0%
-130.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.5% | -1.8% | +3.3% | +2.3% |
| 30D | +18.0% | +3.3% | +14.7% | +16.4% |
| 3M | +2.8% | -12.4% | +15.2% | +8.1% |
| 6M | +17.0% | -5.4% | +22.3% | +18.7% |
| YTD | +3.5% | -17.2% | +20.7% | +9.7% |
| 1Y | -2.6% | -13.1% | +10.5% | +1.1% |
| 3Y | +30.7% | +81.6% | -50.8% | -1.1% |
| 5Y | +6.2% | +26.4% | -20.2% | -9.4% |
| All | +248.6% | +379.0% | -130.5% | +87.4% |
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 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