+238.2%
HL vs CBRE
+39.8%
+198.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | -5.6% | -7.2% | +1.6% | -2.0% |
| 30D | +12.7% | -6.4% | +19.2% | +16.4% |
| 3M | +42.5% | +2.9% | +39.6% | +39.4% |
| 6M | -9.0% | +2.5% | -11.5% | -10.8% |
| YTD | +4.4% | -14.2% | +18.6% | +11.0% |
| 1Y | +82.7% | -15.1% | +97.8% | +95.3% |
| 3Y | +406.3% | +61.9% | +344.4% | +260.7% |
| 5Y | +238.2% | +42.4% | +195.8% | +132.3% |
| All | +238.2% | +39.8% | +198.4% | +132.3% |
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