-22.1%
HRL vs SPY
+78.4%
-100.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +4.5% | -0.6% | +5.1% | +4.5% |
| 30D | +17.5% | -3.7% | +21.2% | +17.7% |
| 3M | -8.7% | -2.7% | -5.9% | -8.6% |
| 6M | +11.7% | +2.2% | +9.5% | +11.3% |
| YTD | -1.1% | +10.8% | -11.9% | -2.1% |
| 1Y | +5.8% | +11.2% | -5.4% | +4.7% |
| 3Y | -22.1% | +76.5% | -98.6% | -34.6% |
| All | -22.1% | +78.4% | -100.5% | -34.6% |
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 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