+616.9%
JBHT vs SSNC
+1,006.7%
-389.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | -1.4% | -2.8% | +1.5% | -0.3% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | -19.5% | -0.7% | -18.8% | -19.5% |
| 6M | -9.6% | +13.9% | -23.5% | -14.6% |
| YTD | +13.3% | -9.4% | +22.7% | +15.8% |
| 1Y | +29.7% | -7.4% | +37.0% | +31.3% |
| 3Y | +28.3% | +55.7% | -27.4% | +6.7% |
| 5Y | +18.5% | +7.8% | +10.7% | +11.3% |
| 10Y | +198.1% | +178.8% | +19.3% | +98.2% |
| All | +616.9% | +1,006.7% | -389.8% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling