I'd also suggest making sure its adjusted correctly (because a loose halter is just as, or more, dangerous than a too tight one).
Back in the day, when I kept Lacey at a place that liked to leave halters on (before I knew any better) Lacey would loose halters all the time. Thankfully, they weren't "my" halters so it didn't cost me anything. Anyway, once I got her a halter that was the correct size (cob, in her case) she never lost it again. From what I can guess, they were just too loose around the nose and she was somehow wiggling out of them.
Also, the other day I noticed that horse.com is having quite the sale on halters. Maybe you can buy a few, in bright colors, and they'll last you for a while?
Breakaway with adjustable nose: Basic 3-Ply Adj Chin Breakaway Halte w/Snap - Horse.com
This one is similar but $1 more expensive. However, the color could really pop against the ground/green grass enabling you to find it again if she looses it: Defender Classic Breakaway Halter w/Adj Chin - Horse.com
Here's one from statelinetack. It's not breakaway which is a little scary for leaving on a horse in the feild, but you can adjust the noseband and you can't beat that price! Basic 3-Ply Adj Nylon Halter w/Snap - Statelinetack.com