+261.2%
HL vs CBRE
+398.3%
-137.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -5.6% | -7.2% | +1.6% | -3.1% |
| 30D | +12.7% | -6.4% | +19.2% | +15.3% |
| 3M | +42.5% | +2.9% | +39.6% | +40.5% |
| 6M | -9.0% | +2.5% | -11.5% | -10.1% |
| YTD | +4.4% | -14.2% | +18.6% | +9.2% |
| 1Y | +82.7% | -15.1% | +97.8% | +92.0% |
| 3Y | +406.3% | +61.9% | +344.4% | +318.7% |
| 5Y | +238.2% | +42.4% | +195.8% | +184.5% |
| All | +261.2% | +398.3% | -137.1% | +137.6% |
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 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