+180.0%
JBHT vs SSNC
+184.6%
-4.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +7.0% | +2.3% | +4.7% | +6.0% |
| 30D | +0.5% | -3.1% | +3.6% | +1.6% |
| 3M | -17.4% | -2.7% | -14.6% | -16.6% |
| 6M | -1.7% | +23.7% | -25.4% | -11.1% |
| YTD | +20.7% | -8.0% | +28.8% | +23.1% |
| 1Y | +41.1% | -4.7% | +45.8% | +41.5% |
| 3Y | +38.0% | +58.0% | -20.0% | +10.5% |
| 5Y | +22.5% | +8.0% | +14.5% | +13.1% |
| All | +180.0% | +184.6% | -4.6% | +90.0% |
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