+1,375.5%
HRL vs SPY
+3,091.8%
-1,716.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -14.6% | +0.1% | -14.7% | -14.7% |
| 3M | -6.4% | +2.0% | -8.4% | -7.4% |
| 6M | -9.5% | +13.0% | -22.6% | -14.1% |
| YTD | -5.5% | +13.5% | -19.1% | -10.5% |
| 1Y | -10.2% | +20.0% | -30.1% | -16.9% |
| 3Y | -36.5% | +77.2% | -113.7% | -50.6% |
| 5Y | -40.3% | +81.9% | -122.2% | -54.7% |
| 10Y | -26.6% | +314.1% | -340.6% | -61.9% |
| All | +1,375.5% | +3,091.8% | -1,716.3% | +225.4% |
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