Hydrogen peroxide is stored in coloured bottles because coloured bottles do not allow the light to enter the bottle so it prevents hydrogen peroxide from decomposing into water and oxygen.
Because hydrogen peroxide decomposes to H2O and O when it comes in direct contact with light. Coloured bottles stop this from happening.
fyi, the reaction take place as follows:
H2O2 light > H2O + O
i.e. hydrogen peroxide --> water + nausetic oxygen