+2,756.6%
HUM vs CBRE
+2,146.2%
+610.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.1% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +4.7% | -4.0% | +8.7% | +5.3% |
| 3M | +13.5% | +8.0% | +5.5% | +11.5% |
| 6M | +126.7% | +4.0% | +122.7% | +123.9% |
| YTD | +58.5% | -11.5% | +70.1% | +60.8% |
| 1Y | +31.7% | -13.0% | +44.7% | +34.0% |
| 3Y | -10.6% | +66.9% | -77.5% | -20.5% |
| 5Y | +2.5% | +45.0% | -42.6% | -7.6% |
| 10Y | +148.7% | +385.0% | -236.4% | +77.2% |
| All | +2,756.6% | +2,146.2% | +610.4% | +1,119.8% |
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 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