+5,506.3%
HON vs JCI
+2,331.2%
+3,175.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -0.6% | +4.1% | -4.6% | -1.8% |
| 30D | -15.4% | -3.8% | -11.6% | -14.4% |
| 3M | -9.1% | -1.6% | -7.5% | -9.0% |
| 6M | -17.1% | +9.5% | -26.6% | -19.9% |
| YTD | +1.5% | +21.7% | -20.2% | -5.3% |
| 1Y | -1.3% | +37.1% | -38.5% | -11.5% |
| 3Y | +19.5% | +165.2% | -145.6% | -14.0% |
| 5Y | +3.1% | +110.3% | -107.2% | -21.2% |
| 10Y | +138.4% | +341.0% | -202.6% | +45.2% |
| All | +5,506.3% | +2,331.2% | +3,175.1% | +1,682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling