Decorrelated Returns
We combined real estate + actuarial returns power, and took out the market noise.
Built for structural decorrelation
Actuarial engine
9.1% baseline from life-event timing, modeled on life expectancy, not rates or rents.
Event-driven cash flows → independent of stock, bond, and housing cycles.
Macro-level real estate
~3.0% expected appreciation from local suburban assets (Boca→Miami, then expand).
Exposure is property-specific, not an index bet.
Targeted upgrades
~1.5% expected lift from deal-by-deal improvements, co-invested with homeowners.
Value creation is transactional (we take care of this directly), not macro-driven.
Each driver is event-based and independent
Actuarial timing ≠ local HPA ≠ upgrade value.
Low dependency stack: if one driver lags, the others can still perform.
No landlord, no leverage: removes common beta channels (tenants, rates, operating cycles).
By the numbers (portfolio targets)
projected net, after-tax IRR
actuarial
HPA
upgrades
Three decorrelated, real-asset drivers
Centered on life events, not market sentiment, engineered to add stability and raise portfolio efficiency.