-16.5%
HRL vs SPY
+307.0%
-323.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +0.6% | +2.6% | -2.0% | -0.1% |
| 30D | +11.5% | -2.0% | +13.5% | +12.1% |
| 3M | -8.2% | -2.8% | -5.4% | -7.6% |
| 6M | +14.0% | +2.1% | +11.9% | +12.9% |
| YTD | -1.6% | +11.5% | -13.1% | -5.3% |
| 1Y | +2.9% | +13.5% | -10.6% | -1.6% |
| 3Y | -22.4% | +77.7% | -100.1% | -37.3% |
| 5Y | -39.1% | +72.6% | -111.7% | -50.8% |
| All | -16.5% | +307.0% | -323.5% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling