+247.2%
HD vs CBRE
+388.5%
-141.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.3% |
| 7D | +5.2% | -0.5% | +5.7% | +5.5% |
| 30D | +20.7% | +3.1% | +17.7% | +19.2% |
| 3M | +0.8% | -6.4% | +7.2% | +3.1% |
| 6M | +12.2% | -7.9% | +20.1% | +15.2% |
| YTD | +4.2% | -16.2% | +20.4% | +9.8% |
| 1Y | -2.6% | -11.2% | +8.7% | +0.2% |
| 3Y | +30.0% | +83.4% | -53.4% | -2.0% |
| 5Y | +8.1% | +28.4% | -20.3% | -8.4% |
| 10Y | +247.2% | +386.8% | -139.6% | +88.0% |
| All | +247.2% | +388.5% | -141.4% | +88.0% |
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