I've had my horses fight everything from a dragon (along with the Bard), bandits and wolves. They're pretty tough. Haven't lost any yet, but I'm sure this will jinx that. I did lose a cow by Giant. PITA. Ah well, living in the wilds of Skyrim.
Same horse, different game, was roasted by a legendary dragon, in a different attack by multiple groups of enemies the cow went missing and a chicken was killed, and the chickens also managed to get themselves killed by the first giant I had attacking Lakeview Manor. Second time doing Hearthfire with my first character it is certainly getting challenging to keep the livestock alive. When Braggen left, everything was still alive, I am dreading returning, because there is bound to be something even more challenging waiting to have a go at those chickens. Braggen will go back with Meeko the champion chicken guard in tow, see if he can get adopted again. What brief look I got, the dynamics seem a bit different with two children so not sure what Meeko's chances will be.