-37.4%
HDB vs CBRE
+45.8%
-83.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.9% |
| 7D | -2.0% | -1.5% | -0.5% | -1.6% |
| 30D | -4.9% | -4.0% | -0.9% | -3.8% |
| 3M | -2.3% | +8.0% | -10.3% | -4.9% |
| 6M | -23.7% | +4.0% | -27.7% | -25.0% |
| YTD | -38.5% | -11.5% | -27.0% | -36.9% |
| 1Y | -36.5% | -13.0% | -23.5% | -34.6% |
| 3Y | -28.5% | +66.9% | -95.3% | -44.0% |
| 5Y | -37.4% | +45.0% | -82.4% | -48.9% |
| All | -37.4% | +45.8% | -83.1% | -48.9% |
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