+12.0%
HON vs JCI
+96.3%
-84.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.6% |
| 7D | +1.4% | +3.2% | -1.8% | +0.3% |
| 30D | +7.5% | -8.6% | +16.1% | +10.3% |
| 3M | -4.3% | -7.7% | +3.4% | -2.3% |
| 6M | -1.5% | -2.6% | +1.0% | -2.1% |
| YTD | +10.5% | +17.4% | -6.8% | +1.9% |
| 1Y | +8.5% | +16.9% | -8.4% | +0.1% |
| 3Y | +28.0% | +186.7% | -158.7% | -20.9% |
| All | +12.0% | +96.3% | -84.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling