It depends on the type of supplements you want to add. It is likely you will unnecessarily feed too much of a certain ingredient.
In case a horse sweats excessively and is performing on a high level, you can add electrolytes or extra salt to the ration.
If your horse receives less than 2.5 kgs of concentrates, you should always add a vitamin/mineral supplement to the diet (like Equilin BALANCER) to avoid deficiencies.
If you want to support a horse who has specific problems (for example arthrosis or respiratory problems) you can add suitable supplements to the diet.