-3.1%
HON vs ICE
-7.7%
+4.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.5% | -2.4% | -1.1% | -3.2% |
| 30D | -13.8% | +4.0% | -17.8% | -14.2% |
| 3M | -11.7% | +13.7% | -25.4% | -13.4% |
| 6M | -18.7% | +0.9% | -19.7% | -18.8% |
| YTD | +0.2% | -2.1% | +2.4% | +0.2% |
| 1Y | -3.1% | -9.5% | +6.5% | -4.0% |
| All | -3.1% | -7.7% | +4.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling