-91.5%
HTZ vs CBRE
+71.2%
-162.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.7% |
| 7D | +7.5% | -2.0% | +9.4% | +8.5% |
| 30D | +47.4% | -2.2% | +49.6% | +48.4% |
| 3M | -54.9% | +12.9% | -67.8% | -59.4% |
| 6M | -47.0% | +4.3% | -51.3% | -49.4% |
| YTD | -55.3% | -8.0% | -47.2% | -53.8% |
| 1Y | -57.6% | -8.6% | -49.1% | -56.2% |
| 3Y | -86.6% | +71.9% | -158.5% | -91.6% |
| 5Y | -86.1% | +50.0% | -136.1% | -90.9% |
| All | -91.5% | +71.2% | -162.7% | -95.5% |
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