+146.1%
CTAS vs HTZ
-92.6%
+238.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -0.7% | -16.4% | +15.7% | 0.0% |
| 30D | +10.3% | -15.1% | +25.4% | +10.9% |
| 3M | +10.2% | -28.2% | +38.4% | +11.3% |
| 6M | +34.4% | -73.1% | +107.4% | +41.2% |
| YTD | +19.6% | -68.3% | +87.9% | +23.8% |
| 1Y | +21.8% | -75.2% | +97.0% | +27.8% |
| 3Y | +74.1% | -81.1% | +155.3% | +80.6% |
| 5Y | +114.0% | -95.0% | +209.0% | +146.0% |
| All | +146.1% | -92.6% | +238.7% | +183.7% |
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