+156.3%
HON vs BURL
+252.7%
-96.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +0.8% | +4.1% | -3.3% | -0.1% |
| 30D | +5.7% | -9.5% | +15.2% | +7.9% |
| 3M | -8.3% | -33.5% | +25.2% | -0.2% |
| 6M | -2.4% | -22.1% | +19.7% | +2.1% |
| YTD | +9.0% | -14.6% | +23.6% | +11.4% |
| 1Y | +9.2% | -8.4% | +17.6% | +9.2% |
| 3Y | +26.3% | +86.6% | -60.2% | +3.5% |
| 5Y | +9.1% | -17.2% | +26.3% | +5.0% |
| All | +156.3% | +252.7% | -96.3% | +92.6% |
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