+152.3%
HUM vs CBRE
+407.4%
-255.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +1.8% |
| 7D | +2.1% | -5.0% | +7.0% | +3.5% |
| 30D | +5.4% | -4.7% | +10.1% | +6.5% |
| 3M | +11.4% | +6.5% | +4.9% | +8.7% |
| 6M | +141.5% | +6.1% | +135.5% | +135.2% |
| YTD | +61.2% | -12.6% | +73.8% | +65.2% |
| 1Y | +49.2% | -15.3% | +64.5% | +54.1% |
| 3Y | -9.0% | +64.6% | -73.6% | -25.0% |
| 5Y | +7.2% | +45.0% | -37.8% | -10.0% |
| All | +152.3% | +407.4% | -255.1% | +37.8% |
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