+150.7%
CTAS vs HTZ
-92.5%
+243.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.5% | +0.4% |
| 7D | -0.8% | -27.4% | +26.7% | +0.6% |
| 30D | +10.7% | -11.4% | +22.1% | +11.1% |
| 3M | +11.0% | -33.1% | +44.1% | +12.6% |
| 6M | +38.7% | -73.5% | +112.2% | +45.9% |
| YTD | +21.8% | -68.1% | +89.9% | +26.0% |
| 1Y | +23.6% | -74.3% | +97.9% | +29.3% |
| 3Y | +74.9% | -80.9% | +155.8% | +81.2% |
| 5Y | +119.5% | -93.8% | +213.3% | +150.3% |
| All | +150.7% | -92.5% | +243.2% | +188.7% |
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