48 Industries Since 1963
Please see http://timelyportfolio.blogspot.com/search/label/horizonplot for all horizon plot posts.
Once more thanks to Ken French for his data, we can accomplish something I think is fairly amazing. In 640×800, we can see 250 day rollling returns for 48 U.S. industries since 1963.
R code in GIST (do raw for copy/paste):
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