Auto Changing Text Case

I suspect that the problem is that you’re using the default, fallback navigation menu instead of a defined, custom navigation menu. (The “Home” link you’re seeing is the default home link output by wp_page_menu().)

Go to Dashboard -> Appearance -> Menus, to define and apply a custom navigation menu. By applying your static front page explicitly, the custom nav menu item will use Post Title, rather than the default “Home” text being used by the default “Home” link output by wp_page_menu().

Alternately, you could apply some CSS:

#access li {
     text-transform: uppercase;
}