Pat, this one and another overwinter reliably in a quite sheltered area near our house, but I have also had them survive in more open areas if I put some evergreen branches over them (I cut them down to about 8 inches tall in the late fall) for mulch and make sure they have a good covering of snow. I'm not sure if the "fancier" cultivars would survive, but I'm quite tempted to try them!
Thanks for adding the scientific name, I should have thought to do that originally; I have to think there are a number of plants called "butterfly bush" !