+127.8%
HSY vs CBRE
+398.3%
-270.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | -0.4% | -7.2% | +6.8% | +0.8% |
| 30D | -3.4% | -6.4% | +3.0% | -2.4% |
| 3M | -0.5% | +2.9% | -3.4% | -1.1% |
| 6M | -19.1% | +2.5% | -21.7% | -19.7% |
| YTD | -2.1% | -14.2% | +12.1% | -0.3% |
| 1Y | -3.2% | -15.1% | +11.9% | -1.4% |
| 3Y | -8.8% | +61.9% | -70.7% | -18.4% |
| 5Y | +13.0% | +42.4% | -29.4% | +2.0% |
| All | +127.8% | +398.3% | -270.5% | +73.4% |
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