+132.3%
HON vs JCI
+348.5%
-216.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | -1.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.8% |
| 30D | -13.8% | -4.4% | -9.3% | -11.9% |
| 3M | -11.7% | +1.7% | -13.3% | -13.0% |
| 6M | -18.7% | +8.8% | -27.5% | -23.2% |
| YTD | +0.2% | +22.6% | -22.4% | -11.3% |
| 1Y | -3.1% | +36.2% | -39.3% | -19.2% |
| 3Y | +17.0% | +168.0% | -151.0% | -35.1% |
| 5Y | +2.0% | +113.5% | -111.4% | -37.1% |
| All | +132.3% | +348.5% | -216.2% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling