Directions adapted from Ben Buckman.

Download xhprof.

cd path/to/xhprof/.../extension

# If you don't have autoconf... I didn't.
sudo chmod o+w /usr/local/bin  #(brew needs to write a symlink there)
brew install autoconf

sudo /Applications/XAMPP/xamppfiles/bin/phpize

Make sure you have a CLI C compiler. I installed one via XCode.

sudo MACOSX_DEPLOYMENT_TARGET=10.6 CFLAGS='-O3 -fno-common -arch i386 -arch x86_64' LDFLAGS='-O3 -arch i386 -arch x86_64' CXXFLAGS='-O3 -fno-common -arch i386 -arch x86_64' ./configure --with-php-config=/Applications/XAMPP/xamppfiles/bin/php-config-5.3.1

sudo make

sudo make install

sudo nano /Applications/XAMPP/xamppfiles/etc/php.ini

Add these lines to php.ini:

[xhprof]
extension = xhprof.so
xhprof.output_dir = "/Applications/XAMPP/xhprof-logs"

Restart Apache.