+926.1%
HON vs ICE
+2,600.8%
-1,674.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.4% | +3.6% | -2.2% | +0.4% |
| 30D | +7.5% | +15.1% | -7.6% | +3.1% |
| 3M | -4.3% | +15.4% | -19.7% | -8.5% |
| 6M | -1.5% | +16.1% | -17.7% | -6.3% |
| YTD | +10.5% | +11.4% | -0.8% | +6.1% |
| 1Y | +8.5% | +18.5% | -9.9% | +2.2% |
| 3Y | +28.0% | +70.5% | -42.5% | +7.7% |
| 5Y | +12.0% | +40.9% | -28.9% | -1.1% |
| 10Y | +155.4% | +260.6% | -105.2% | +73.7% |
| All | +926.1% | +2,600.8% | -1,674.8% | +347.7% |
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