+1,542.1%
HD vs CBRE
+2,039.6%
-497.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +4.3% | +5.2% | -0.8% | +3.1% |
| 30D | +20.2% | +6.2% | +14.0% | +18.4% |
| 3M | -1.0% | -8.1% | +7.1% | +1.0% |
| 6M | +7.9% | -6.6% | +14.6% | +9.4% |
| YTD | +2.0% | -15.7% | +17.7% | +5.5% |
| 1Y | -4.3% | -9.7% | +5.4% | -2.8% |
| 3Y | +25.9% | +80.4% | -54.5% | +7.2% |
| 5Y | +5.8% | +27.0% | -21.2% | -2.8% |
| 10Y | +262.5% | +412.9% | -150.4% | +134.4% |
| All | +1,542.1% | +2,039.6% | -497.5% | +543.7% |
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