It might be putting them in the shed that keeps them from growing large, because of the lack of daylight - even a shed with a window isn't very bright in winter. Placed in a frost free greenhouse for winter, they would continue to get a lot of light (whenever its available, that is!). You could try keeping one in the house as a houseplant and then moving it outside in the summer months.

The more tender plants often survive winter better (protected in a frost free place of course) if they are kept on the dry side. Damp is a worse enemy than cold in UK gardening.

I keep several of these. Just before the frost is likely I dig them up and stick several small ones together in a large pot and pot the bigger ones individually, then find a well lit but frost free , but cool place to keep them with minimum watering. some of the lower leaves fall but I dont want them to grow in Winter as they lose their colour . wait for Spring time to start new foliage which in a sunny place gets that purple shading even on the green ones. Planted in the ground and fed with Growmore they will make green giants.