+122.6%
HST vs CBRE
+376.9%
-254.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.1% |
| 7D | +3.6% | -2.8% | +6.4% | +5.3% |
| 30D | +9.9% | +2.2% | +7.7% | +8.0% |
| 3M | +12.9% | -10.1% | +23.0% | +18.8% |
| 6M | +22.9% | -8.0% | +30.9% | +26.5% |
| YTD | +52.4% | -17.6% | +70.0% | +64.7% |
| 1Y | +52.5% | -14.7% | +67.3% | +61.3% |
| 3Y | +87.4% | +80.4% | +7.1% | +18.9% |
| 5Y | +82.9% | +25.9% | +57.1% | +42.9% |
| All | +122.6% | +376.9% | -254.3% | -11.4% |
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