It depends on what you are after.
If you want to shoot dimes at a hundred yards, load your own. If it is big game, then the factory PREMIUM stuff is the way to go.
The factory has the ability to test for penetration, expansion, knock down power and recoil. Factory research and developement guys use several target mediums to test hunting loads, ie, ballistic jell, oatmeal, jello, wax, putty, grease.....and other secret chit...most reload guys cannot do all that at home. Not to even mention, millions of dollars in computerized equipment.
I always get a kick out of that group of shooters who say they don't trust computers, but they accept computer technology in optics, lazer surgury, rifle barrel manufacturing, GPS, communication, etc., etc.
Reloaders can make fast, accurate loads that pass right thru big game and don't make quick kills.
Hornady (and others) top of the line ammo, is 98% perfect in all regards and I personnaly don't have the time or inclination to chase a 2% improvement in my ammunition.
All that said, reloading is fun, cost effective....eventually....and adds to the shooting experience overall.