Some inquisitor is gonna get him, lol.
More on topic, the debates of this thread have led me to try something: I ran duplicate tests except for one thing: In one I used a bodyguard unit, in the other I modified that unit to have only 1 HP but twice as many members. Results follow:
The end result is that they performed nearly identically in terms of percentage of unit lost by the end of combat. That is to say, in terms of losses (percentage wise) and kills, a unit of 2HP cavalry w/ 20 members is equivalent to a unit with identical stats but only 1HP and 40 members. As the bodyguard generally have better stats than normal 40-man cav units, they will typically outperform 40 member cavalry units save for the few who have competitive or even better stats.
There is one other factor I noticed in all the tests though... experience. By the end of combat, the standard 20-man general's bodyguard unit in all 10 runs I put it through always accumulated 1 bronze chevron. In the 10 runs involving the modified 40-man bodyguard unit, never once did it accumulate 1 bronze chevron by the end of combat. I've already speculated in another thread that experience is driven per-man, and this find would be in keeping with that. Due to the lower unit size, the 20-man bodyguard unit much more quickly hits its experience breakpoints. 1 bronze for instance seems to need 2.0x unit size in kills to achieve. For the 20-man unit, this is only 40 kills, which it does pretty much without fail upon a successful charge. It should be noted that they don't need 40 kills total though... they need an average 2 kills per man. If only 15 survive, then they need 30 combined kills to be 1-bronze. For a 40-man cav unit, though, they need ~80 kills, an unachievable number against a single unit. They COULD gain a single bronze chevron if enough no-kill members died, leaving 60+ kills between the remaining 30 or less members, but in practice it doesn't generally go this way.
For me at least, the much more rapid experience gain, coupled with the fact that they automatically regenerate, makes bodyguards clearly preferable to pretty much any other cavalry.
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