+185.2%
JBHT vs SSNC
+177.4%
+7.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.4% | -4.5% | +4.9% | +2.4% |
| 30D | -2.0% | -3.9% | +1.9% | -0.5% |
| 3M | -16.3% | -1.3% | -15.0% | -16.0% |
| 6M | -8.2% | +14.1% | -22.4% | -14.1% |
| YTD | +16.3% | -9.9% | +26.2% | +19.6% |
| 1Y | +32.2% | -6.2% | +38.4% | +33.5% |
| 3Y | +34.4% | +56.1% | -21.7% | +8.2% |
| 5Y | +20.3% | +5.4% | +15.0% | +12.3% |
| 10Y | +185.2% | +172.3% | +12.9% | +98.8% |
| All | +185.2% | +177.4% | +7.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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