from table_builder import trans
def build_bench_html(bench, bench_ticker, trading_days, equity, bt_stats, has_curr, curr_bt_stats, curr):
bench_html = ""
if bench is not None and not bench.empty:
bench_base = float(bench.iloc[0])
bench_total = (float(bench.iloc[-1]) / bench_base - 1) if bench_base > 1e-5 else 0.0
n_yrs_bt = len(equity) / trading_days
port_ann_r = (1 + bt_stats["total_ret"]) ** (1 / max(n_yrs_bt, 0.1)) - 1
bench_ann_r = (1 + bench_total) ** (1 / max(n_yrs_bt, 0.1)) - 1
curr_ann_r = None
if has_curr and curr_bt_stats:
curr_ann_r = (1 + curr_bt_stats["total_ret"]) ** (1 / max(n_yrs_bt, 0.1)) - 1
bench_html = (
f'
{bench_ticker} Ann. Return
'
f'
{bench_ann_r:+.2%}
'
f''
f'
Ann. Alpha vs {bench_ticker} ⓘ
'
+ trans(curr_ann_r - bench_ann_r if curr_ann_r is not None else None,
port_ann_r - bench_ann_r, curr=curr, has_curr=has_curr, is_pct=True,
tooltip=f"Alpha = your portfolio's ann. return minus {bench_ticker}'s ann. return. Positive = outperformance.")
+ '
'
)
return bench_html
def build_oos_section(oos_stats):
oos_section = ""
if oos_stats:
o_col = "green" if oos_stats['ann_ret'] >= 0 else "red"
oos_section = (
f''
f'
'
f'
Walk-Fwd Ann. Return ⓘ
'
f'
{oos_stats["ann_ret"]:+.2%}
'
f'
'
f'
Walk-Fwd Sharpe ⓘ
'
f'
{oos_stats["sharpe"]:.2f}
'
f'
'
f'
Walk-Fwd Max DD ⓘ
'
f'
{oos_stats["max_dd"]:.2%}
'
f'
DD Duration
'
f'
{oos_stats["dd_days"]} days
'
f'
'
)
return oos_section