+21.4%
JBHT vs SSNC
+7.5%
+13.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +0.5% | -0.2% | +0.6% | +0.6% |
| 30D | -0.1% | -1.9% | +1.8% | +0.6% |
| 3M | -14.0% | -0.2% | -13.9% | -14.3% |
| 6M | -5.1% | +19.4% | -24.5% | -13.8% |
| YTD | +18.0% | -8.1% | +26.1% | +21.7% |
| 1Y | +36.5% | -5.3% | +41.8% | +38.3% |
| 3Y | +34.8% | +56.9% | -22.1% | +1.7% |
| 5Y | +21.4% | +8.0% | +13.4% | +7.9% |
| All | +21.4% | +7.5% | +13.9% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling