returns=FinancialData["SP500","Return",{DatePlus[Date[],{-5,"Year"}],Date[]},"Value"];
μ=Mean[returns];
h=Histogram[returns,300,"PDF"];

{bins,heights}=HistogramList[returns,300,"PDF"];
maxFreq=Max[heights];
Histogram[returns,{bins},heights&,Epilog->{{Thick,Darker[Green],Line[{{μ,0},{μ,maxFreq+2}}]}}]