Done this a few times in Washington State to enter British Columbia, Canada , ENSURE Hertz is aware of this after you book. I call Reservations each time after booking online and ask them to mark in the record that the car will be taken into Canada. I normally give info on entry data and return back to the US and which province. Never had an issue when ensuring it's been communicated to Hertz ahead of time.

CBSA Canada MAY ask for the rental contract copy, similar, US CBP may also on return. Ensure you have a PRINTED copy of the rental agreement. In over 5 crossings was only asked once from both sides for this.