+340.8%
HPE vs CBRE
+39.8%
+301.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -5.7% |
| 7D | +1.4% | -7.2% | +8.7% | +4.5% |
| 30D | +1.5% | -6.4% | +8.0% | +3.9% |
| 3M | +21.7% | +2.9% | +18.8% | +18.2% |
| 6M | +164.2% | +2.5% | +161.6% | +154.9% |
| YTD | +132.1% | -14.2% | +146.2% | +142.3% |
| 1Y | +130.6% | -15.1% | +145.8% | +141.4% |
| 3Y | +244.1% | +61.9% | +182.2% | +156.2% |
| 5Y | +340.8% | +42.4% | +298.4% | +233.4% |
| All | +340.8% | +39.8% | +301.1% | +233.4% |
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