I've always found that horses need more feed when
it is cold and/or wet.
Extra hay is best, it provides fuel as well as
something to keep them busy rather than just standing around
Rich hay like alfalfa is fine, but any kind will
work as long as they get enough.
In extreme cold grain helps, too.
Don't let all that fuzzy hair fool you, horses can
lose weight when its cold and you may not notice. Check with your hands
under the fur.