Struct Attribution 

pub struct Attribution {
    pub benchmark_return: f64,
}

Brinson-Hood-Beebower attribution calculator that works directly with Sector slices.

This struct holds the total benchmark return (R_b) used in the allocation effect formula and exposes the three BHB effect computations as methods.

Fields

benchmark_return: f64

Total benchmark return used as the benchmark reference in the allocation effect.

Implementations

impl Attribution

pub fn new(benchmark_return: f64) -> Self

Create a new Attribution calculator using the given total benchmark return.

pub fn allocation_effect(&self, s: &Sector) -> f64

Allocation effect for a sector: (w_p - w_b) * (r_b_sector - R_b).

Measures whether the manager added value by over/under-weighting the sector relative to the benchmark, evaluated against the sector’s benchmark return.

pub fn selection_effect(&self, s: &Sector) -> f64

Selection effect for a sector: w_b * (r_p - r_b).

Measures whether the manager picked better securities within the sector.

pub fn interaction_effect(&self, s: &Sector) -> f64

Interaction effect for a sector: (w_p - w_b) * (r_p - r_b).

Joint effect of simultaneous over/under-weighting and stock selection.

pub fn total_active_return(&self, s: &Sector) -> f64

Total active return for a sector: allocation + selection + interaction.