Natural, yes. . I will go to the supermarket, early this afternoon. <-- states time that something future will happen early simply means not late, or maybe even before "on time" He got there early. He was first to arrive. "earlier" is comparative. It contrasts the times of two things. I will go to the supermarket, earlier this afternoon (than yesterday). <-- states time that something future will happen compared with some other . Earlier this afternoon, I went to the supermarket. <-- implies earlier than now. I went earlier. <-- implies earlier than now. I went earlier than you (went). You arrived at 3pm? It is best to get there earier. It is best to get there earier, rather than later. . The superlative would be "earliest". He was earliest of all of them arriving first. The earliest known sighting of ... was in the year 1783. The first of many sightings.

Both are right, but mean two different things. One says that it was early when something happened. The other one says that whatever happened happened earlier than now.