You were raised in the Hydra base as your mother was one of the scientists who experimented on people.After hypnotizing you, they ask you to prove yourself and sacrifice the one you love, so after you killed your Mom you lost sanity and kill everyone in the base and blow it up, collapsing in the snow and freezing half to dead covered in blood.
That's when SHIELD took you in and save you. You were only 15 and placed in a cell

Fury: Avengers. You are all responsible for the child from Hydra.