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Exception handling on Windows boxes (at least for C++) takes a performance hit if you exit a try block prematurely (such as executing a return statement) the same as if an exception were thrown.
But what about C#? Is there a performance hit for returning prematuraly from a try block, whether through a return statement or break statement?
If there is a performance hit, it’s tiny. It’s certainly nothing like the same as catching the exception. (And even that’s not as bad as many people think.)
As far as I’m aware, the performance of returning from a try block is negligible. The chance of it being significant in your app is essentially 0. Just write the most readable code you can, and then benchmark/profile your app – that will be a much better way to get good performance than trying to second guess this sort of thing.