Only the Papilio reliably stays green for me all year (except this year when I stole his pot for another plant).
The others are variable.
Sometimes they only lose two or three of the lower leaves before they start with a bloom stalk/new leaves combo in the center. When they do that, I don't decrease their watering and I just cut off the leaves once they die, and I get around to it. The one on the left in the picture above was like that this year. And I have three others not pictured that are like that this year as well, but they are mostly green leaves right now with just little nubs of a bloom stalk.
Sometimes they stay green thru about January, then start turning yellow from the bottom up, lose all leaves over the course of a couple weeks, and then send up bloom stalk/new leaves within 2-3 wks of the last leaf dying. The other two in the picture above did that this year. When they do that, I don't water for a couple weeks.
And yes, I just leave them in the windows year-round. There is a purple smoke bush that eats the house in the summer right outside that window so they don't cook as much as you might imagine, and the others are slightly shaded with either a curtain of sorts or the porch overhang.