+220.1%
HUT vs CBRE
+183.1%
+37.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.4% |
| 7D | +9.3% | -1.8% | +11.1% | +10.7% |
| 30D | -23.1% | +3.3% | -26.4% | -26.2% |
| 3M | -30.6% | -12.4% | -18.2% | -25.7% |
| 6M | -46.9% | -5.4% | -41.5% | -47.6% |
| YTD | +25.3% | -17.2% | +42.5% | +35.6% |
| 1Y | +59.8% | -13.1% | +72.9% | +67.2% |
| 3Y | +467.2% | +81.6% | +385.6% | +242.0% |
| 5Y | -24.6% | +26.4% | -51.1% | -40.6% |
| All | +220.1% | +183.1% | +37.0% | +64.1% |
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