There is no need for benchmarks, because presenting static files will always be faster than dynamic web apps like WordPress.

Hexo (and Jekyll, Pelican, etc) pre-compile from Markdown to HTML which then gets served up as a static resource from the web server. On the other hand with Wordpress, the server has to compile the HTML every time a user visits.[0]

For the server, HTML is just another static resource to transmit. You might as well ask to see benchmarks between displaying an image vs WordPress blog.

[0] This can be mitigated with caching, but static resources are easier to cache and the caching logic is now handled by the app rather than CDNs.