Yes, some configuration detail would be helpful. For instance, I can't find any custom Haml config, suggesting it's running with the defaults - in production mode this would mean that the output HTML is indented, while it wouldn't be in development or test. This has a noticeable performance effect, and it looks as though the same is true of Slim.
I was going with the defaults, and I was running it in development mode ... An issue on the page already pointed out, that the comparison to Slims ugly mode isn't really that fair.
But I just went with the out-of-the-box config, as do most Haml projects I've come across
Are you running the server in production mode?
Slim already has a set of benchmarks that compares it to Haml and ERB in various settings: https://github.com/stonean/slim#benchmarks
Do all three template engines use automatic HTML escaping?