+131.7%
HST vs CBRE
+411.6%
-279.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.7% | +5.2% | -7.9% | -5.6% |
| 30D | +10.7% | +6.2% | +4.5% | +6.4% |
| 3M | +6.3% | -8.1% | +14.3% | +10.4% |
| 6M | +19.0% | -6.6% | +25.6% | +21.6% |
| YTD | +47.0% | -15.7% | +62.8% | +57.0% |
| 1Y | +53.4% | -9.7% | +63.1% | +56.7% |
| 3Y | +78.0% | +80.4% | -2.4% | +13.0% |
| 5Y | +71.7% | +27.0% | +44.7% | +33.5% |
| All | +131.7% | +411.6% | -279.9% | -12.2% |
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