Hey Georg.
Hope you know by now, but just in case. Have you tried setting up an OData service with R-Procedure through XS? The Result View from OData should eliminate any type of performance, as all the calc is done in HANA. Is you app external or native?
These are great resources to read:
When SAP HANA met R - What's new?
REST your Models on SAP HANA XS
Cheers!