'Icicles' is considered a tender perennial or a plant that is grown as an annual in colder climates. I doubt whether it will overwinter successfully in Chicago.

I grow Helichrysum thianschanicum 'Icicles' as an annual folage plant in south sub of Chicago. Never had it overwinter. Good Luck to you and I hope you didn't pay too much! I buy in spring in a 4 to 6 inch pot for $1.95 - $2.50 per pot.

They were pretty cheap, under $1. I'll repot them because they are rootbound. Haven't decided yet if I'll keep them as houseplants or let them go dormant. They are allegedly hardy to zone 5 or 6, but I figure these guys are stressed enough without trying to plant them this late.

Wish the tag had listed the thianschanicum part, found a lot more about them on the internet when I added that.