+1,579.2%
HWM vs CBRE
+421.6%
+1,157.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +3.9% |
| 7D | +1.6% | +1.0% | +0.6% | +0.9% |
| 30D | -3.9% | +5.6% | -9.6% | -7.2% |
| 3M | -23.2% | -6.8% | -16.5% | -20.4% |
| 6M | -20.0% | -5.6% | -14.4% | -18.7% |
| YTD | +5.7% | -14.1% | +19.8% | +10.9% |
| 1Y | +4.9% | -9.5% | +14.4% | +6.1% |
| 3Y | +347.0% | +91.8% | +255.2% | +157.2% |
| 5Y | +563.0% | +30.3% | +532.7% | +385.3% |
| 10Y | +1,579.2% | +406.9% | +1,172.3% | +402.8% |
| All | +1,579.2% | +421.6% | +1,157.6% | +402.8% |
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