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Cardinal Beaufort is the Bishop of Winchester and Henry's great-uncle. To make things extra confusing, his peeps call him "Beaufort," "Winchester," or just "Cardinal," depending on what's going down. He can be seen as someone who supports Henry, sure—but more often, Beaufort is trying to take down Gloucester.
Beaufort hates Gloucester, and Gloucester knows it. Right from the get-go, we see the two gents sparring over the deal Henry made with France to get Margaret.
It's not like Beaufort stops there, though. He doesn't just hate Gloucester; he wants everyone to hate Gloucester. He tells his buddies: "'Tis known to you he is mine enemy, / nay, more, an enemy unto you all, / and no great friend, I fear me, to the King" (1.1.155-157). Oh no he didn't. Beaufort sets Gloucester up for a fall before Gloucester even does anything in the play. Beaufort's malicious streak shows us he's not to be messed with.
Eventually, Beaufort joins up with Margaret and Suffolk to get rid of Gloucester once and for all. The reason? He's apparently hogging power as Protector of England. But more than that, they just don't like the guy. Sure, that's a good reason for murder.
They go through with the deed, but afterward, Beaufort's conscience makes an appearance. He's the only one of the trio who feels guilty over what they did to Gloucester. Maybe it's because he's technically a religious man who should know a thing or two about right and wrong. Or maybe he's just not as ruthless as Margaret and Suffolk. Like them, though, he commits a crime thinking that everything will work out, only to find that things don't go according to plan once you've crossed the murder line.
Beaufort gets sick, and his final words are confused: he thinks that Henry is death coming to take him away. He pleads, "O, torture me no more! I will confess" (3.3.11). Beaufort is finally feeling bad over everything he's done, but it's too late. Henry notices that when he dies, he "makes no sign," and Warwick interprets this to mean he had a "monstrous life" (3.3.29, 30).
Warwick's not wrong. Beaufort was ruthless, cunning, and manipulative. Does he get our sympathy because he felt bad in the end?