+160.5%
HON vs BURL
+254.9%
-94.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +8.6% | -4.4% | +13.0% | +9.6% |
| 3M | -0.8% | -28.6% | +27.8% | +6.3% |
| 6M | -0.1% | -12.3% | +12.2% | +1.9% |
| YTD | +12.8% | -11.3% | +24.0% | +14.3% |
| 1Y | +10.4% | -10.4% | +20.9% | +11.1% |
| 3Y | +30.5% | +96.1% | -65.6% | +5.6% |
| 5Y | +15.0% | -5.0% | +20.0% | +6.6% |
| 10Y | +160.5% | +251.8% | -91.3% | +94.4% |
| All | +160.5% | +254.9% | -94.4% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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