+150.9%
CTAS vs HTZ
-93.0%
+243.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.4% |
| 7D | +0.5% | -14.0% | +14.5% | +1.2% |
| 30D | +10.2% | -19.8% | +30.0% | +11.1% |
| 3M | +12.1% | -45.0% | +57.1% | +14.8% |
| 6M | +38.3% | -73.2% | +111.5% | +45.3% |
| YTD | +21.9% | -70.0% | +91.9% | +26.5% |
| 1Y | +24.0% | -75.7% | +99.7% | +30.1% |
| 3Y | +75.1% | -82.1% | +157.2% | +81.9% |
| 5Y | +116.9% | -94.3% | +211.2% | +148.3% |
| All | +150.9% | -93.0% | +243.9% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling