Musnad Ahmad 30:2052

Mu'awiyah ibn 'Amr narrated to us, he said: Za'idah narrated to us, he said: Abu al-Zinad narrated to us, from 'Abd al-Rahman al-A'raj, from Abu Hurayrah, from the Prophet, may God bless him and grant him peace, who said: "God has guaranteed the protection of a man who goes out in the way of God, nothing drives him out except Jihad in the way of God and belief in the words of God, until He admits him into Paradise, or returns him to his home, or to the place from which he set out."