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When delving, you have three heroes. Each one is used to defeat a specific type of challenge, which is color coded corresponding to the hero. You can level each hero up in three different ways: using Experience Points, Gold, or Treasure. How you divide your resources will impact the hero's contribution to health, stamina, and their ability to defeat monsters.
Each level deeper you go, the monsters will become more powerful and the rewards greater. Use your own strategies and tactics to make it as far as possible -- then take your loot and prestige and purchase upgrades that will let your next team go further. Guild upgrades can be reset to zero in order to get additional prestige. Prestige upgrades are permanent!