48 Industries Since 1963

August 7, 2012
By

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

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 640x800, we can see 250 day rollling returns for 48 U.S. industries since 1963.

From TimelyPortfolio

R code in GIST (do raw for copy/paste):

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