How big are we talking? I looked and couldn’t find benchmarks, but then again I’m not familiar enough with HPC to know what benchmarks to look for.
I’ve been Linux exclusive for something like 15 years now (before Steam even came to Linux), so I’m not exactly familiar with Windows performance on the stuff I use. I casually look at larger projects and benchmarks they run (for example, I remember async on Linux vs Windows was a significant issue in the early days of node.js).
I do dabble a bit in hpc, but only on Windows and macOS. I’ve done signal processing and some high thread count number crunching, but I haven’t needed to run benchmarks, just get things running well enough (as in, minutes vs hours, not 10-20% difference).