Hero leveling beyond 20 ?

Do heroes also gain additional health points (and increased damage multiplier) beyond level 20, like the characters ? No idea what you are reffering to. No Hero, Henchie or player can level beyond 20 in Guild Wars. Only Foes can pass the level cap of 20 and receive higher HP and attribute points, but you can not control them in any way.

The only thing that is raised above level 20 is the amount of XP and the number of points you can use to make Eye of the North consumables.