+273.3%
JBHT vs SSNC
+178.1%
+95.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.3% |
| 7D | +4.9% | +0.6% | +4.2% | +4.6% |
| 30D | +0.6% | +6.0% | -5.5% | -1.9% |
| 3M | -3.2% | +21.0% | -24.2% | -11.3% |
| 6M | +17.0% | +12.1% | +4.9% | +10.4% |
| YTD | +41.7% | -3.2% | +44.9% | +41.7% |
| 1Y | +90.0% | -4.4% | +94.3% | +90.5% |
| 3Y | +47.0% | +51.6% | -4.6% | +20.3% |
| 5Y | +58.3% | +21.1% | +37.2% | +39.9% |
| All | +273.3% | +178.1% | +95.2% | +152.5% |
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