+1,573.3%
HWM vs CBRE
+450.5%
+1,122.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.8% | -6.9% | -8.4% |
| 7D | -9.2% | -1.5% | -7.6% | -8.2% |
| 30D | -17.9% | -4.0% | -13.9% | -16.0% |
| 3M | -6.0% | +8.0% | -14.1% | -11.3% |
| 6M | -7.4% | +4.0% | -11.3% | -11.0% |
| YTD | +13.1% | -11.5% | +24.6% | +17.1% |
| 1Y | +29.3% | -13.0% | +42.3% | +34.6% |
| 3Y | +389.9% | +66.9% | +323.0% | +211.9% |
| 5Y | +655.5% | +45.0% | +610.5% | +413.6% |
| All | +1,573.3% | +450.5% | +1,122.8% | +399.1% |
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