+863.8%
HON vs ICE
+2,331.7%
-1,468.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.5% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | -15.3% | +7.6% | -22.9% | -17.1% |
| 3M | -7.9% | +13.9% | -21.8% | -11.7% |
| 6M | -18.1% | -2.4% | -15.7% | -17.9% |
| YTD | +3.8% | +0.3% | +3.6% | +2.9% |
| 1Y | +0.5% | -6.4% | +6.9% | +1.5% |
| 3Y | +19.8% | +43.1% | -23.3% | +6.2% |
| 5Y | +2.9% | +42.1% | -39.2% | -9.2% |
| 10Y | +134.6% | +220.9% | -86.3% | +65.2% |
| All | +863.8% | +2,331.7% | -1,468.0% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling