+138.4%
HLT vs CBRE
+43.6%
+94.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -1.6% | -5.0% | +3.4% | +0.5% |
| 30D | -5.0% | -4.7% | -0.3% | -3.3% |
| 3M | -10.4% | +6.5% | -16.9% | -13.4% |
| 6M | +3.2% | +6.1% | -2.8% | -0.3% |
| YTD | +6.7% | -12.6% | +19.4% | +10.9% |
| 1Y | +10.3% | -15.3% | +25.6% | +16.0% |
| 3Y | +99.3% | +64.6% | +34.7% | +45.8% |
| All | +138.4% | +43.6% | +94.9% | +84.6% |
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 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