Asset Class Attribution Analysis
Brinson-Hood-Beebower performance attribution
Illustrative — allocation-only attribution.Portfolio vs neutral-weight benchmark on CMA expected returns. Selection & interaction effects require realized per-product returns and are shown as 0; these figures are a methodology demonstration, not realized results.
Total Active Return
+0.002%
Portfolio vs Benchmark
Allocation Effect
+0.002%
From tactical positioning
Selection Effect
+0.000%
From vehicle selection
Interaction Effect
+0.000%
Combined effect
Attribution Effects by Asset Class
Top 10 contributors by absolute active return
Allocation
Selection
Interaction
BHB Attribution Detail
Full Brinson-Hood-Beebower decomposition by asset class
| Asset Class | Port Wt | Bench Wt | Active Wt | Port Ret | Bench Ret | Excess Ret | Alloc Effect | Select Effect | Interact Effect | Total Active |
|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Large Cap | 25.1% | 25.9% | -0.8% | +0.06% | +0.06% | +0.00% | -0.000% | +0.000% | +0.000% | -0.000% |
| U.S. Mid Cap | 5.5% | 7.1% | -1.6% | +0.07% | +0.07% | +0.00% | -0.000% | +0.000% | +0.000% | -0.000% |
| U.S. Small Cap | 2.1% | 3.3% | -1.2% | +0.07% | +0.07% | +0.00% | -0.000% | +0.000% | +0.000% | -0.000% |
| Developed Intl - Large Cap | 6.8% | 16.0% | -9.2% | +0.06% | +0.06% | +0.00% | -0.001% | +0.000% | +0.000% | -0.001% |
| Emerging Markets | 3.0% | 6.1% | -3.1% | +0.09% | +0.09% | +0.00% | -0.001% | +0.000% | +0.000% | -0.001% |
| Taxable Fixed Income | 28.9% | 31.1% | -2.2% | +0.02% | +0.02% | +0.00% | +0.001% | +0.000% | +0.000% | +0.001% |
| Tax Exempt Fixed Income | 2.0% | 3.5% | -1.5% | +0.02% | +0.02% | +0.00% | +0.000% | +0.000% | +0.000% | +0.000% |
| High Yield | 1.5% | 2.0% | -0.5% | +0.04% | +0.04% | +0.00% | +0.000% | +0.000% | +0.000% | +0.000% |
| EM Fixed Income | 2.4% | 5.0% | -2.6% | +0.05% | +0.05% | +0.00% | -0.000% | +0.000% | +0.000% | -0.000% |
| L/S Hedge | 7.3% | 0.0% | +7.3% | +0.05% | +0.05% | +0.00% | +0.000% | +0.000% | +0.000% | +0.000% |
| Absolute Return | 3.0% | 0.0% | +3.0% | +0.04% | +0.04% | +0.00% | -0.000% | +0.000% | +0.000% | -0.000% |
| Private Equity | 12.4% | 0.0% | +12.4% | +0.08% | +0.08% | +0.00% | +0.004% | +0.000% | +0.000% | +0.004% |
| TOTAL PORTFOLIO | 100.0% | 100.0% | — | +0.05% | +0.05% | +0.00% | +0.002% | +0.000% | +0.000% | +0.002% |
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Active Weight vs Excess Return
Over/underweight positions and their return contribution
Overweight
Underweight
Active Weight
Over/underweight vs benchmark
Overweight
Underweight
Portfolio Return Contribution
Manager selection vs asset allocation effects
Manager Selection Effect
Asset Allocation Effect
Active Return Breakdown
Selection, allocation and interaction effects
Manager Selection
Asset Allocation
Interaction
Active Return Breakdown
Active
Return
Asset Allocation+0.002%
Active Weight vs Relative Performance
Numbered dots match the tables below. Green = correct call, Red = incorrect call.
Top-left: Overweight, underperformed
Top-right: Overweight, outperformed ✓
Bottom-left: Underweight, underperformed ✓
Bottom-right: Underweight, outperformed
Positive Effects
| # | Asset Class | Active | Relative |
|---|---|---|---|
| No positive-effect positions | |||
Negative Effects
| # | Asset Class | Active | Relative |
|---|---|---|---|
| No negative-effect positions | |||