+11.3%
HSY vs CBRE
+45.8%
-34.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.6% |
| 7D | -1.6% | -1.5% | 0.0% | -1.4% |
| 30D | -4.2% | -4.0% | -0.2% | -3.8% |
| 3M | -0.7% | +8.0% | -8.7% | -1.8% |
| 6M | -21.8% | +4.0% | -25.8% | -22.3% |
| YTD | -2.7% | -11.5% | +8.9% | -1.8% |
| 1Y | -4.8% | -13.0% | +8.2% | -3.9% |
| 3Y | -9.4% | +66.9% | -76.3% | -16.9% |
| 5Y | +11.3% | +45.0% | -33.8% | +2.9% |
| All | +11.3% | +45.8% | -34.5% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling