+6,143.4%
HON vs JCI
+2,274.1%
+3,869.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +1.9% | -5.9% | +7.7% | +3.7% |
| 30D | +9.9% | -10.4% | +20.2% | +13.2% |
| 3M | -5.8% | -6.1% | +0.3% | -4.5% |
| 6M | +3.0% | +1.7% | +1.3% | +1.3% |
| YTD | +13.1% | +18.9% | -5.8% | +5.6% |
| 1Y | +13.2% | +16.1% | -3.0% | +6.5% |
| 3Y | +30.8% | +187.8% | -157.0% | -8.7% |
| 5Y | +13.0% | +103.2% | -90.2% | -13.1% |
| 10Y | +161.3% | +288.2% | -126.9% | +64.3% |
| All | +6,143.4% | +2,274.1% | +3,869.4% | +1,889.1% |
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