Performance
HSCALE is designed to as little overhead to your database application as possible. But nothing comes for free 
MySQL Proxy
First of all there is the overhead of using MySQL Proxy. This adds at least another network hop to your client server communication. Benchmark show that in a typical scenario (MySQL Proxy on different host than MySQL server) an overhead of 0.02 milliseconds per query (status: 2008-05-05).
HSCALE
If you add HSCALE to the scenario above it will add up to 0.3 ms to each query compared to the MySQL server.
Benchmarks