+152.6%
CTAS vs HTZ
-89.7%
+242.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.2% | -6.8% | +1.9% |
| 7D | +7.6% | +18.9% | -11.3% | +6.7% |
| 30D | +17.2% | +26.3% | -9.0% | +15.7% |
| 3M | +12.8% | +49.7% | -36.9% | +9.8% |
| 6M | +38.0% | -61.1% | +99.1% | +42.6% |
| YTD | +22.7% | -56.0% | +78.7% | +25.2% |
| 1Y | +25.6% | -66.4% | +92.1% | +30.0% |
| 3Y | +81.4% | -75.8% | +157.2% | +87.2% |
| 5Y | +117.9% | -93.1% | +210.9% | +146.8% |
| All | +152.6% | -89.7% | +242.3% | +187.0% |
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