The majority of a horse's diet should be forage--grass, grass hay or legume hay (alfalfa). Horses need 1.5%-3% of their body weight in forage a day to maintain GI health. This means that for the "average 1000 lb horse" you should feed a minimum of 15 lbs of hay per day. If your horse is a hard keeper, pregnant, nursing, working then the amount of hay per day should be increased.
Concentrates are used to provide energy or to meet nutrient requirements when hay/grass is not enough. They should serve to balance out the nutrient content of the diet. Many grains have been used to provide energy/nutrition for horses in the past, but we are coming more and more to realize that grains are not the best choice for horses because they generally are a source of carbs/starchs which get turned into sugar in short order by the body and lead to spikes in blood glucose and then a drastic drop--basically a sugar rush and then that subsequent draggy feeling. These feeds are particularly poor choices for horses with certain metabolic, muscular and other disease conditions. Horse's bodies are also not designed to digest grains so they are not the most efficient source for nutrients or energy and their use increases the risk of digestive upset such as colic or gastric ulcers. And the risk of these issues (especially colic) increases with the amount of grains/supplemental feeds fed. Many horse feed producers have started offering forage-based supplemental feeds in the form of pellets or extruded feeds that are alfalfa or beet pulp based with added ingredients to provide a balanced nutrient profile. They are also coming out with "ration balancers" which are very nutrient dense forage based products that supply protein, vitamins and minerals to balance the nutrient profile of forages that are fed- ie grass or grass hays and legumes. These ration balancers are fed at a rate of between 1 and 3 lbs per day. They can be used for horses up to moderate performance, but for horses in hard work they may not provide enough digestible energy to meet the horse's needs.
Treats--just like our kids our horses just don't need tons of sugary treats and while you may consider apples and carrots as "healthy foods", they are also sources of carbs/starchs that get turned into sugars. In moderation, apples and carrots are fine for most horses but if your horse has a metabolic condition which requires strict dietary regulation then apples and carrots aren't a good choice.