+293.0%
HLF vs SPY
+850.0%
-557.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | +8.7% | +2.0% | +6.7% | +6.6% |
| 6M | -28.1% | +13.0% | -41.1% | -35.6% |
| YTD | -4.0% | +13.5% | -17.5% | -14.3% |
| 1Y | +22.7% | +20.0% | +2.7% | +3.9% |
| 3Y | -19.6% | +77.2% | -96.8% | -52.8% |
| 5Y | -76.6% | +81.9% | -158.4% | -86.5% |
| 10Y | -59.6% | +314.1% | -373.7% | -89.5% |
| All | +293.0% | +850.0% | -557.0% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling