+149.7%
CTAS vs HTZ
-91.9%
+241.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -20.8% | +19.7% | -0.1% |
| 7D | +3.8% | -7.7% | +11.6% | +4.1% |
| 30D | +15.5% | -13.1% | +28.6% | +16.1% |
| 3M | +12.7% | +14.7% | -2.0% | +11.1% |
| 6M | +34.5% | -70.6% | +105.1% | +40.8% |
| YTD | +21.3% | -65.2% | +86.5% | +25.1% |
| 1Y | +23.1% | -73.2% | +96.3% | +28.6% |
| 3Y | +79.3% | -80.8% | +160.2% | +87.0% |
| 5Y | +114.7% | -94.8% | +209.5% | +146.2% |
| All | +149.7% | -91.9% | +241.6% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling