+547.3%
HSY vs CBRE
+1,992.7%
-1,445.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -2.3% | -2.8% | +0.5% | -2.0% |
| 30D | +6.3% | +2.2% | +4.1% | +6.0% |
| 3M | -5.2% | -10.1% | +4.9% | -4.2% |
| 6M | -8.3% | -8.0% | -0.3% | -7.7% |
| YTD | -2.7% | -17.6% | +14.9% | -1.1% |
| 1Y | +0.1% | -14.7% | +14.9% | +1.3% |
| 3Y | -1.0% | +80.4% | -81.4% | -8.5% |
| 5Y | +10.6% | +25.9% | -15.3% | +5.5% |
| 10Y | +127.0% | +379.5% | -252.5% | +84.4% |
| All | +547.3% | +1,992.7% | -1,445.4% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling