+1,434.9%
HD vs CBRE
+2,234.5%
-799.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -8.4% | -2.2% | -6.2% | -8.0% |
| 3M | +4.3% | +12.9% | -8.6% | +1.1% |
| 6M | -11.1% | +4.3% | -15.4% | -12.3% |
| YTD | -4.7% | -8.0% | +3.4% | -3.5% |
| 1Y | -19.8% | -8.6% | -11.2% | -18.8% |
| 3Y | +4.1% | +71.9% | -67.8% | -10.4% |
| 5Y | +10.3% | +50.0% | -39.7% | -2.7% |
| 10Y | +203.2% | +390.1% | -186.9% | +97.3% |
| All | +1,434.9% | +2,234.5% | -799.5% | +489.0% |
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 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