+546.8%
HSY vs CBRE
+2,234.5%
-1,687.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -3.3% | -2.0% | -1.3% | -3.1% |
| 30D | -2.8% | -2.2% | -0.6% | -2.6% |
| 3M | -4.5% | +12.9% | -17.4% | -5.8% |
| 6M | -24.2% | +4.3% | -28.5% | -24.7% |
| YTD | -2.7% | -8.0% | +5.3% | -2.3% |
| 1Y | -3.7% | -8.6% | +4.8% | -3.3% |
| 3Y | -11.5% | +71.9% | -83.3% | -17.7% |
| 5Y | +10.3% | +50.0% | -39.7% | +3.3% |
| 10Y | +122.1% | +390.1% | -267.9% | +79.8% |
| All | +546.8% | +2,234.5% | -1,687.7% | +286.4% |
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 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