+636.8%
HLT vs CBRE
+462.3%
+174.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | -1.2% | -3.0% | +1.7% | -0.1% |
| 3M | -10.3% | +2.6% | -13.0% | -12.0% |
| 6M | +1.3% | +2.0% | -0.7% | -0.7% |
| YTD | +7.0% | -13.1% | +20.1% | +11.7% |
| 1Y | +11.9% | -13.8% | +25.7% | +16.9% |
| 3Y | +100.7% | +63.9% | +36.8% | +48.6% |
| 5Y | +147.5% | +42.3% | +105.2% | +93.2% |
| 10Y | +586.5% | +401.2% | +185.3% | +184.1% |
| All | +636.8% | +462.3% | +174.5% | +216.8% |
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