Struct AttributionReport 

pub struct AttributionReport {
    pub period_label: String,
    pub bhb: Option<BhbResult>,
    pub factor: Option<FactorAttributionResult>,
    pub risk_contributions: Option<Vec<PositionRiskContribution>>,
    pub portfolio_return: f64,
    pub benchmark_return: f64,
    pub excess_return: f64,
}

Structured performance attribution report for a single period.

Aggregates the outputs of BrinsonHoodBeebower, FactorAttribution, and RiskContribution into a single report value for serialisation, logging, or display.

Fields

period_label: String

Label for this attribution period (e.g., “2024-Q1”).

bhb: Option<BhbResult>

BHB allocation/selection/interaction decomposition (if computed).

factor: Option<FactorAttributionResult>

Factor-level return decomposition (if computed).

risk_contributions: Option<Vec<PositionRiskContribution>>

Per-position risk contributions (if computed).

portfolio_return: f64

Total portfolio return for the period.

benchmark_return: f64

Total benchmark return for the period.

excess_return: f64

Excess return: portfolio_return - benchmark_return.

Implementations

impl AttributionReport

pub fn new( period_label: impl Into<String>, portfolio_return: f64, benchmark_return: f64, bhb: Option<BhbResult>, factor: Option<FactorAttributionResult>, risk_contributions: Option<Vec<PositionRiskContribution>>, ) -> Result<Self, FinError>

Construct an attribution report from raw returns and optional attribution results.

Errors

Returns FinError::InvalidInput if portfolio_return or benchmark_return is non-finite.

pub fn information_ratio(&self, tracking_error: f64) -> Option<f64>

Returns the information ratio proxy: excess_return / tracking_error.

Returns None if tracking_error is zero or non-finite.

Trait Implementations

impl Clone for AttributionReport

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AttributionReport

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.