+49.2%
HUM vs CBRE
-14.0%
+63.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +2.0% |
| 7D | +2.1% | -5.0% | +7.0% | +2.8% |
| 30D | +5.4% | -4.7% | +10.1% | +6.0% |
| 3M | +11.4% | +6.5% | +4.9% | +9.1% |
| 6M | +141.5% | +6.1% | +135.5% | +134.5% |
| YTD | +61.2% | -12.6% | +73.8% | +64.0% |
| 1Y | +49.2% | -15.3% | +64.5% | +49.4% |
| All | +49.2% | -14.0% | +63.1% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling