Mine always return but never really leave, they stay close either in the horse paddocks and somewhere on the property. Right now is major hawk time, very little cover here with no leaves on the trees and snow on the ground they are sitting chickens. I do let them out in the winter from time to time but mostly they stay in their pen. They so hate being in there when they are used to free-ranging but I have lost to many to hawks every winter and it is to emtional! The reason they were all hiding in the brush is because something was after them.