+0.5%
HON vs JCI
+37.7%
-37.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.6% |
| 7D | -3.6% | +3.8% | -7.4% | -4.4% |
| 30D | -15.3% | -5.7% | -9.6% | -14.3% |
| 3M | -7.9% | -1.4% | -6.5% | -7.9% |
| 6M | -18.1% | +4.1% | -22.2% | -19.3% |
| YTD | +3.8% | +21.7% | -17.9% | -0.9% |
| 1Y | +0.5% | +36.1% | -35.6% | -6.8% |
| All | +0.5% | +37.7% | -37.2% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling