It was a stunt arse.
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" Having once lost Bucephalus to thievery while in Uxia, Alexander proclaimed throughout the country that all the Uxians would be put to death unless they were to bring him back his horse. As soon as this proclamation was issued, the horse was returned: a testimony to both Alexander's devotion to his horse and the degree of fear he inspired among the natives." - Arrian The Campaigns Of Alexander