I have a lot to do with racehorses out of training. They come here fit from racing and people will think them thin when they are fit.
I never have any problem getting horses to put on weight unless there is a metabolic disorder.
I will let the horses have plenty of turn out time. A relaxed horse is a happy horse and even if it is winter when there is not much and little or no goodness in the grass, they will soon start to gain weight with good quality hay and small feeds.
When in work they still get turn out time, mentally they are relaxed so there is less tizziness about them. I tell them that when they are here they are riding school ponies, not racehorses.
A horse that is stabled for majority of the time needs regular work, not just in an arena which can get boring for them, but taken out for long rides of at least two hours. Walk trot and cantering.
If a horse gets 'portly' then it gets a little less hay and more work. Relaxation is the way to go.