+145.2%
CTAS vs HTZ
-92.5%
+237.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -1.4% |
| 7D | +1.2% | -14.6% | +15.7% | +1.8% |
| 30D | +12.8% | -20.8% | +33.5% | +13.8% |
| 3M | +10.3% | -18.8% | +29.1% | +10.7% |
| 6M | +32.0% | -74.7% | +106.7% | +39.2% |
| YTD | +19.1% | -68.1% | +87.2% | +23.3% |
| 1Y | +21.5% | -73.5% | +95.0% | +26.9% |
| 3Y | +76.0% | -81.8% | +157.9% | +83.5% |
| 5Y | +110.9% | -95.2% | +206.1% | +142.8% |
| All | +145.2% | -92.5% | +237.8% | +182.6% |
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