+9.6%
HPQ vs CBRE
+25.7%
-16.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -1.9% | -2.8% | +0.9% | -0.7% |
| 30D | -5.7% | +2.2% | -7.9% | -7.1% |
| 3M | -0.4% | -10.1% | +9.7% | +3.6% |
| 6M | +40.0% | -8.0% | +48.0% | +43.3% |
| YTD | +34.6% | -17.6% | +52.2% | +43.1% |
| 1Y | +20.4% | -14.7% | +35.1% | +25.9% |
| 3Y | +18.3% | +80.4% | -62.0% | -18.7% |
| 5Y | +9.6% | +25.9% | -16.3% | -12.9% |
| All | +9.6% | +25.7% | -16.1% | -12.9% |
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 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