+250.7%
HOOD vs PYPL
-80.5%
+331.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | 0.0% |
| 7D | +17.1% | +2.7% | +14.4% | +15.3% |
| 30D | +31.6% | -4.9% | +36.5% | +35.4% |
| 3M | +38.2% | +28.9% | +9.4% | +11.9% |
| 6M | +48.5% | +18.2% | +30.3% | +27.6% |
| YTD | +8.0% | -5.0% | +13.0% | +6.5% |
| 1Y | +18.7% | -18.8% | +37.5% | +31.9% |
| 3Y | +999.1% | -12.6% | +1,011.7% | +1,033.7% |
| 5Y | +181.7% | -80.8% | +262.5% | +506.8% |
| All | +250.7% | -80.5% | +331.2% | +679.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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