Output all terms in a custom taxonomy and add a “active” class only to the ones attached to the current post

I want to output all the terms in my custom taxonomy and at the same time add a class to any of these that are attached to the current post.

I’m doing this in a custom shortcode that displays on each single post page.

I’ve used get_terms() to show all the terms in the taxonomy but I can’t work out how to check if each term is attached to the current post.