+5.4%
HON vs BURL
-11.0%
+16.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.5% |
| 7D | -3.6% | -2.8% | -0.8% | -3.2% |
| 30D | -15.3% | -28.2% | +12.9% | -10.9% |
| 3M | -7.9% | -17.6% | +9.7% | -5.3% |
| 6M | -18.1% | -11.8% | -6.3% | -16.9% |
| YTD | +3.8% | -8.1% | +12.0% | +4.6% |
| 1Y | +0.5% | -12.0% | +12.4% | +1.4% |
| 3Y | +19.8% | +63.3% | -43.5% | +7.9% |
| All | +5.4% | -11.0% | +16.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling