Another option would be to create a CHAR(4) column and a CHAR(5) column. This would be useful (only) if you envision ever having to query against one or the other part independently.
Very easy to concatenate these back together using a view, computed column, or inline - so you don't have to waste storage space on a dash that will always be there, and so that you can keep these two pieces of data separate if, in fact, they are independent.
Since you didn't provide much detail about what these "numbers" represent or how they will be used / queried, you're going to get a whole bunch of opinions, some of which might not be very relevant to your data model.