We recently tested EPM 11.2.6 Release with Essbase, Planning, FDMEE and HFM. We encountered severe HFM performance issue where standard consolidation was approx. 40% slower than 11.1.24.202. Oracle support confirms there is a performance bug(unpublished) with HFM release.
New bug created - BUG 33421325 - SLOW CONSOLIDATIONS IN HFM 11.2.6 COMPARED TO 11.1.2.4