+664.8%
HUBS vs CBRE
+374.1%
+290.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.4% | -3.1% |
| 7D | -6.2% | -1.7% | -4.6% | -5.2% |
| 30D | +6.6% | -3.0% | +9.6% | +8.8% |
| 3M | +16.4% | +2.6% | +13.8% | +15.5% |
| 6M | -19.7% | +2.0% | -21.8% | -20.8% |
| YTD | -42.6% | -13.1% | -29.5% | -38.1% |
| 1Y | -54.2% | -13.8% | -40.3% | -50.5% |
| 3Y | -57.1% | +63.9% | -121.0% | -69.7% |
| 5Y | -66.2% | +42.3% | -108.6% | -74.0% |
| 10Y | +328.3% | +401.2% | -72.9% | +38.7% |
| All | +664.8% | +374.1% | +290.6% | +100.5% |
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