+67.5%
HST vs CBRE
+72.5%
-5.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.0% | -2.0% | +0.9% | -0.3% |
| 30D | -12.3% | -2.2% | -10.1% | -11.6% |
| 3M | -6.4% | +12.9% | -19.3% | -11.5% |
| 6M | +15.0% | +4.3% | +10.7% | +12.1% |
| YTD | +30.5% | -8.0% | +38.6% | +32.8% |
| 1Y | +35.7% | -8.6% | +44.2% | +38.1% |
| All | +67.5% | +72.5% | -5.0% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling