> C++ implementations obey the zero-overhead principle: What 
  > you don’t use, you don’t pay for [Stroustrup, 1994]. And 
  > further: What you do use, you couldn’t hand code any better.
  > 
  > – Stroustrup

So, in this context, the idea is that if you hand-rolled your own state machine, you should see no difference than using this library. And, we measured: the overhead in a benchmark comparing the two was 0.3%, that's three tenths of one percent.

I think it means that it has no performance hit versus handwriting your own threading.