Was that a message when you attached the HUD? Something about the HUD have a lot of large textures which might impact performance (or words similar to that)? I've never noticed any FPS drop from that message. I used to get that same message with the first time I put the older Lara HUD on also, after logging in, but I've never noticed any performance issue connected to that. I suppose it might affect some more than others depending on graphics capabilities and viewer settings. If it's a different message or happens at a different time, maybe you could provide more info about the message and when it shows up?
I only wear the HUD when I'm dressing, and then I take it off until it's needed again.
I don't usually display FPS, and only worry about it if I notice an actual performance issue occurring, and then I look at the statistics window to get a better idea about what might be going on.