+4.8%
HUM vs CBRE
+39.8%
-34.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.4% | -7.2% | +5.8% | -0.2% |
| 30D | +7.5% | -6.4% | +13.9% | +8.5% |
| 3M | +10.2% | +2.9% | +7.3% | +9.2% |
| 6M | +132.5% | +2.5% | +130.0% | +129.9% |
| YTD | +57.6% | -14.2% | +71.8% | +60.7% |
| 1Y | +48.6% | -15.1% | +63.7% | +51.6% |
| 3Y | -11.2% | +61.9% | -73.0% | -19.6% |
| 5Y | +4.8% | +42.4% | -37.6% | -2.4% |
| All | +4.8% | +39.8% | -34.9% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling