+292.4%
HPE vs CBRE
+25.7%
+266.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +13.6% | -2.8% | +16.4% | +14.8% |
| 30D | -27.1% | +2.2% | -29.3% | -28.2% |
| 3M | -14.5% | -10.1% | -4.4% | -11.7% |
| 6M | +66.9% | -8.0% | +74.9% | +68.6% |
| YTD | +111.3% | -17.6% | +128.9% | +122.7% |
| 1Y | +117.5% | -14.7% | +132.2% | +125.0% |
| 3Y | +238.1% | +80.4% | +157.7% | +135.2% |
| 5Y | +292.4% | +25.9% | +266.5% | +215.7% |
| All | +292.4% | +25.7% | +266.7% | +215.7% |
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