IndRetBig · Lead lag · Hou (2007)

Industry return of big firms

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1926Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
6.58%
95% interval 0.62% to 14.67%
Next year
2026Q4–2027Q3
6.88%
95% interval 0.64% to 15.17%
Next five years
2026Q4–2031Q3
8.06%
95% interval 0.73% to 16.84%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

Cumulative market-adjusted return

+1,752,984,309% since 1926Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1926Q3–2024Q4 19.26% 21.34% 0.90 8.96
2020Q1–2024Q4 −2.13% 16.17% −0.13 −0.30
2024Q1–2024Q4 −8.24% 5.41% −1.52 −1.52

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.31 0.03 – 0.70 0.01
2026Q4–2027Q3 0.29 0.03 – 0.63 0.01
2026Q4–2031Q3 0.24 0.02 – 0.53 0.01
Category
Lead lag
Form
Continuous
Data
Price
Sorted on
High minus low
Names per leg
242 long / 240 short median · 54 at the 10th pctile
Original sample
1972–2001