+1.9%
HON vs ICE
+38.6%
-36.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.6% | -5.3% | +2.7% | -0.7% |
| 30D | -11.9% | +3.0% | -14.9% | -12.9% |
| 3M | -6.1% | +11.4% | -17.5% | -10.1% |
| 6M | -19.2% | -2.0% | -17.2% | -18.9% |
| YTD | +0.2% | -3.1% | +3.3% | +0.4% |
| 1Y | -1.5% | -8.4% | +6.9% | +1.0% |
| 3Y | +17.9% | +40.7% | -22.8% | -1.0% |
| 5Y | +1.9% | +40.0% | -38.0% | -17.0% |
| All | +1.9% | +38.6% | -36.7% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling