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?
return-ing out of atryblock and exiting it "normally". The costs in exception structures are typically at entry and exit (regardless of how), which both have very, very small costs in modern systems, and actually throwing an exception, which can be quite costly indeed. (But that's okay, it is -- by definition! -- an exceptional condition.)