+131.4%
HL vs CBRE
+2,001.9%
-1,870.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -11.1% | -1.8% | -9.4% | -10.5% |
| 30D | -12.1% | +3.3% | -15.4% | -13.0% |
| 3M | -26.1% | -12.4% | -13.7% | -22.8% |
| 6M | -37.7% | -5.4% | -32.4% | -36.7% |
| YTD | -31.7% | -17.2% | -14.5% | -27.7% |
| 1Y | -11.6% | -13.1% | +1.4% | -7.8% |
| 3Y | +249.6% | +81.6% | +168.1% | +183.3% |
| 5Y | +108.5% | +26.4% | +82.1% | +88.2% |
| 10Y | +127.0% | +381.6% | -254.7% | +23.9% |
| All | +131.4% | +2,001.9% | -1,870.5% | -46.5% |
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