-91.6%
HTZ vs CBRE
+63.4%
-155.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.1% | +5.1% | +6.3% |
| 7D | +18.9% | +14.1% | +4.9% | +8.4% |
| 30D | +26.3% | +9.0% | +17.2% | +18.2% |
| 3M | +49.7% | -6.6% | +56.2% | +55.2% |
| 6M | -61.1% | +0.8% | -61.9% | -62.2% |
| YTD | -56.0% | -12.2% | -43.8% | -53.2% |
| 1Y | -66.4% | -6.8% | -59.6% | -65.8% |
| 3Y | -75.8% | +85.6% | -161.4% | -85.8% |
| 5Y | -93.1% | +33.9% | -127.0% | -95.1% |
| All | -91.6% | +63.4% | -155.0% | -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 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