I made the mistake (didn't know it was a mistake at the time) of taking my horse from Winstead for a ride, now it follows me everywhere. I play a stealthy archer, do horses sneak?

I want it to go back home before it gets me killed or it gets killed...

On a related note, when I fast traveled to Winstead one time I dropped into a bunch of bandits. The horse and cow were helping me fight them. I imagine if I had chickens they would have joined in. My steward and housecarl were otherwise occupied and so worthless in a fight. Too bad you need the steward to get the horse and cow...

Every time I end up with a horse in this game, I just "allow" it to be killed. It's what I did with Frost, Shadowmere and any other horse that won't go home after I ride it.