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# Portfolio Performance - Jul'26
- URL: https://www.huntingalphas.com/portfolio-performance-jul26/
- Published: 2026-08-03T03:57:12.000Z
- Updated: 2026-08-03T03:57:12.000Z
- Description: Jul'26: ~6.2% annualized alpha, Sortino ~1.7, IR 0.53, low max drawdowns. Live, real-money portfolio.
- Author: Vish (Hunting Alphas)
- Tags: Performance

*Portfolio context is detailed in the* [*About*](https://www.huntingalphas.com/about) *page.*

*Performance metrics here are for the 1 Jul'24 to 30 Apr'26 time period.*

## Summary

### Monthly performance dashboard

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-10.png)

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-11.png)

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-12.png)

### Strong risk-adjusted performance metrics

- Daily/weekly Sharpe: 0.69/0.95, assuming 0% risk-free or hurdle rate.
- Daily/weekly Sortino: 0.88/1.67, assuming 0% risk-free or hurdle rate.
- Daily/weekly annualized alpha: of 6.2%/6.2% vs SPY AUD benchmark.

*Value addition measures are high.*

### Results are based on a very large, diverse sample size

- Average of 137 tickers bet on over 25 months.
- Aggregate returns profile is made up of many contributions of small positions rather than a reliance on a few concentrated winners.

*Diverse sources of returns reduces dependency on favorable market regimes.*

### Minimal catastrophic tail risk and scalable

- Long-only, zero leverage strategy investing in global stocks and related traditional ETFs without any inverse, ETN or other derivative exposures in mostly Developed markets.
- Positive skew in both overall portfolio and ticker-level return, contribution to return distributions.
- Low max drawdowns, low beta, upside to downside capture ratio of 1.6x based on daily returns.
- Market impact analysis suggests this portfolio is largely scalable to >USD 100M AUM.

*The strategy is suitable to manage a large amount of capital in order to grow wealth over a long period of time with dramatically reduced volatility along the way.*

## Performance vs SPY AUD

### Portfolio (AUD) vs SPY AUD

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-13.png)

*These metrics are computed using an annualized AUD risk-free/hurdle rate of 0%, which is an industry standard for comparability purposes.*

- Much lower max drawdowns vs SPY AUD benchmark
- \~6% annualized alpha vs SPY AUD benchmark in daily and weekly timeframes
- High upside-to-downside capture, indicating a highly convex (asymmetric) return profile vs SPY AUD.

## Active Stock Pick Selection Analytics

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-20.png)

- Overall win rate averages are in the low 40%, but average win is almost 1.9x average loss, leading to a profit factor of 1.4-1.5.

## More Details on Portfolio Performance Profile

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-15.png)

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-16.png)

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-17.png)

- From a risk-adjusted performance perspective, the annualized alpha based on daily return series is decent at around 6%. It has consistently tracked above 4%.

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-18.png)

![](https://storage.ghost.io/c/51/53/51536a0e-598d-4a2b-84c8-fde2ea3bb5a0/content/images/2026/08/image-19.png)

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## Takeaway

These are strong risk‑adjusted results for a diversified, long‑only equity strategy by typical institutional benchmarks.

[Join the Hunt for Alphas ](https://www.huntingalphas.com/join) 

#### Disclosures and Disclaimers

**Past performance ≠ future results. Not investment advice. See* [**full Disclaimer*](https://www.huntingalphas.com/disclaimer/)**.*