+25.8%
HLF vs SPY
+79.4%
-53.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.5% |
| 7D | +1.6% | -0.9% | +2.5% | +2.4% |
| 30D | +14.3% | -2.4% | +16.6% | +16.7% |
| 3M | +32.5% | -1.2% | +33.6% | +33.7% |
| 6M | +15.1% | +3.3% | +11.8% | +11.4% |
| YTD | +20.6% | +12.3% | +8.3% | +8.3% |
| 1Y | +71.6% | +12.4% | +59.2% | +53.8% |
| All | +25.8% | +79.4% | -53.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling