+464.0%
HPQ vs CBRE
+2,234.5%
-1,770.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +6.9% | -2.0% | +8.9% | +7.4% |
| 30D | +14.4% | -2.2% | +16.6% | +15.0% |
| 3M | +25.6% | +12.9% | +12.7% | +21.5% |
| 6M | +75.0% | +4.3% | +70.7% | +72.2% |
| YTD | +50.7% | -8.0% | +58.7% | +52.4% |
| 1Y | +18.7% | -8.6% | +27.2% | +20.2% |
| 3Y | +21.5% | +71.9% | -50.4% | +4.2% |
| 5Y | +31.6% | +50.0% | -18.4% | +16.2% |
| 10Y | +216.1% | +390.1% | -174.0% | +113.9% |
| All | +464.0% | +2,234.5% | -1,770.5% | +129.3% |
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