+107.0%
HST vs CBRE
+381.8%
-274.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | -2.8% | -3.0% | +0.2% | -1.6% |
| 3M | -6.5% | +2.6% | -9.1% | -8.8% |
| 6M | +20.7% | +2.0% | +18.7% | +17.4% |
| YTD | +30.5% | -13.1% | +43.6% | +37.6% |
| 1Y | +36.8% | -13.8% | +50.6% | +44.5% |
| 3Y | +65.9% | +63.9% | +2.0% | +13.0% |
| 5Y | +73.9% | +42.3% | +31.6% | +26.7% |
| 10Y | +107.0% | +401.2% | -294.1% | -20.9% |
| All | +107.0% | +381.8% | -274.8% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling