+571.9%
HPE vs CBRE
+288.2%
+283.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.0% |
| 7D | +7.9% | -1.8% | +9.6% | +8.8% |
| 30D | -23.5% | +3.3% | -26.8% | -25.5% |
| 3M | -19.1% | -12.4% | -6.7% | -14.8% |
| 6M | +51.4% | -5.4% | +56.8% | +50.5% |
| YTD | +103.4% | -17.2% | +120.7% | +114.8% |
| 1Y | +114.4% | -13.1% | +127.5% | +119.9% |
| 3Y | +224.7% | +81.6% | +143.1% | +112.2% |
| 5Y | +277.8% | +26.4% | +251.3% | +196.3% |
| 10Y | +371.1% | +381.6% | -10.5% | +59.7% |
| All | +571.9% | +288.2% | +283.7% | +169.9% |
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