+5.8%
HD vs CBRE
+26.4%
-20.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.3% | +5.2% | -0.8% | +2.1% |
| 30D | +20.2% | +6.2% | +14.0% | +17.0% |
| 3M | -1.0% | -8.1% | +7.1% | +2.2% |
| 6M | +7.9% | -6.6% | +14.6% | +10.3% |
| YTD | +2.0% | -15.7% | +17.7% | +7.6% |
| 1Y | -4.3% | -9.7% | +5.4% | -2.4% |
| 3Y | +25.9% | +80.4% | -54.5% | -9.2% |
| All | +5.8% | +26.4% | -20.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling