OK, I had never heard of a super horse before. So I went to wikipedia and looked the darn thing up. It turns out that this is one very strange story line, which Shakespeare could not have thought of in his worst fever dream.
It turns out that Comet did not start as a super horse. He started it as a centaur in ancient Greece. However, he was accidentally turned into a horse. To make amends for the accident, the powers that turned him into a horse gave him superpowers. Oh yeah, and when there's a comet nearby, Comet can turn into a human (this is important later).
Comet did not belong to Superman, rather he usually paired up with Supergirl... And that's where things take a turn.
Apparently Supergirl falls in love with Comet when he's in human form. Yes, that's right, she's in love with her horse. (I don't know if she stays in love with him after he's in horse-form. You know what? I think I'm happier not knowing).
So, that was in the old comic days... More recently they did the new Crisis on Infinite Earths story for Comet, where things get even stranger... The THEN includes
A jockey, an estranged lesbian, a bisexual comic and angels.
What bunch of wacky bananas writes this stuff?