+131.1%
HSY vs CBRE
+387.8%
-256.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.1% | -4.6% | +5.7% | +1.9% |
| 30D | +7.7% | +3.0% | +4.7% | +7.0% |
| 3M | -2.3% | -8.7% | +6.4% | -1.0% |
| 6M | -5.3% | -7.9% | +2.6% | -4.3% |
| YTD | -0.9% | -16.3% | +15.4% | +1.2% |
| 1Y | +5.2% | -13.1% | +18.3% | +6.7% |
| 3Y | +0.7% | +83.1% | -82.4% | -12.1% |
| 5Y | +12.2% | +27.7% | -15.5% | +3.3% |
| 10Y | +131.1% | +386.9% | -255.8% | +66.7% |
| All | +131.1% | +387.8% | -256.7% | +66.7% |
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