Retreating and Escaping
Retreating may be the best option when overwhelmed. For some battles, escaping is even listed as a possible objective.
Once you move all your heroes in the escape zone, the battle will end.
The Retreat button in the top menu bar will add a blue escape zone to the map if it doesn't already have one. Heroes that move onto one of the blue-highlighted tiles are immediately removed from the map. Unless escaping is an objective then the battle ends in defeat and a calamity card is drawn.