Get Attribution

post

https://api.harmoney.in/api/portfolio/attribution

Brinson-Fachler active-return attribution of one portfolio against another. Both legs are funds or model portfolios, not a market index.

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Body Params

Request body for POST /api/portfolio/attribution.

Two mutually exclusive evaluation-window modes, identical to
/api/portfolio/holding-analytics:

Mode A — as_of + horizon: the window covers
as_of − horizon to as_of.
Mode B — start_date + end_date: explicit window.

The window is snapped to snapshot dates on both sides and then
intersected, so the two portfolios are always attributed over the same
period grid.

portfolio_id

string

required

unique_id of the fund / portfolio being attributed.

benchmark_id

string

required

unique_id of the fund / portfolio to attribute against. Symmetric with portfolio_id — a peer fund or model portfolio, not a market index.

frequency

string

enum

required

Defaults to monthly

The grid the window is MEASURED on. The response is one column whatever this is, so it does not pick a display cadence. MAX measures a single period, which weights every holding at the window's open — a name bought mid-window earns nothing however it performed, and a traded fund's turnover lands in the residual. Ask for monthly unless that is what you want.

Allowed:

group_by

string

enum

required

Defaults to sector

The single pivot the active return is decomposed across. Brinson effects are defined against one partition of the portfolio; nested pivots would need a nested (multi-level) Brinson, which this endpoint does not implement.

Allowed:

as_of

date

Mode A: last period-end for the window

horizon

string

enum

Mode A: outer-window size — as_of − horizon is the start

start_date

date

Mode B: first period-end for the window

end_date

date

Mode B: last period-end for the window

Responses

200Successful Response

422Validation Error