Heatmap of monthly returns by year

Months are colored from red to green by their return. The color limit is the 95th percentile of the absolute returns, so a few extreme months do not wash out the rest.

Usage

plot_returns_calendar(calendar, label = NULL, mode = "light")

Arguments

calendar

Matrix from monthly_returns().

label

Label of the index for the title, or NULL for none.

mode

"light" (the default) or "dark", to suit a light or dark page.

Value

A plotly object.

Examples

if (FALSE) { # interactive()
spx <- get_history("S&P 500", as.Date("1950-01-01"))
plot_returns_calendar(monthly_returns(spx), "S&P 500")
}