Reporting

Generate professional HTML tear sheet reports.

Basic Report

from portfolio_analysis import PortfolioAnalysis
from portfolio_analysis.reporting import ReportBuilder

portfolio = PortfolioAnalysis(prices, weights)

report = ReportBuilder(portfolio, title="My Portfolio")
report.generate("tearsheet.html")

With Benchmark

from portfolio_analysis import BenchmarkComparison

benchmark = BenchmarkComparison(prices, weights, benchmark_ticker='SPY')

report = ReportBuilder(
    portfolio,
    benchmark=benchmark,
    title="Portfolio vs S&P 500"
)
report.generate("tearsheet_benchmark.html")

Report Contents

The generated HTML includes:

• Header: Title, date range, key metrics
• Performance Chart: Cumulative returns vs benchmark
• Drawdown Chart: Underwater plot
• Monthly Returns Heatmap: Year x Month grid
• Metrics Tables: Risk, return, and ratio statistics
• Benchmark Comparison: Alpha, beta, capture ratios

Customization

Reports are self-contained HTML files with embedded CSS and base64-encoded charts. No external dependencies required.