-23.6%
HRL vs SPY
+312.5%
-336.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -15.1% | -1.4% | -13.7% | -14.8% |
| 3M | -11.5% | +3.7% | -15.2% | -12.7% |
| 6M | -9.9% | +13.0% | -22.9% | -13.5% |
| YTD | -8.0% | +12.4% | -20.4% | -11.7% |
| 1Y | -13.5% | +18.5% | -32.0% | -18.5% |
| 3Y | -36.1% | +77.6% | -113.7% | -48.4% |
| 5Y | -41.1% | +81.7% | -122.8% | -53.5% |
| 10Y | -23.6% | +319.7% | -343.3% | -65.6% |
| All | -23.6% | +312.5% | -336.2% | -65.6% |
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