+406.6%
HLF vs SPY
+832.8%
-426.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.3% |
| 7D | +4.5% | +2.6% | +1.9% | +2.0% |
| 30D | +12.5% | -2.0% | +14.5% | +14.5% |
| 3M | +31.1% | -2.8% | +33.9% | +34.5% |
| 6M | +22.8% | +2.1% | +20.6% | +20.2% |
| YTD | +23.8% | +11.5% | +12.3% | +12.2% |
| 1Y | +69.2% | +13.5% | +55.8% | +51.0% |
| 3Y | +29.1% | +77.7% | -48.6% | -24.6% |
| 5Y | -62.0% | +72.6% | -134.6% | -77.1% |
| 10Y | -40.2% | +308.2% | -348.4% | -84.3% |
| All | +406.6% | +832.8% | -426.2% | -41.2% |
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