Six-time German champions and former European Cup winners Hamburg won promotion after spending seven seasons in the second division following their 2018 relegation. But long before that they had become Bayern's punching bag in Munich.
They conceded a total of 50 goals in their last eight trips to the Allianz Arena and you have to go back to 2008 for the last time they suffered anything other than defeat in the Bavarian capital.
For Kompany, who himself played for Hamburg for two injury-hit seasons until 2008, the past matters little, with Hamburg posing a threat as they are carrying their promotion momentum into the Bundesliga, he said on Friday.
"For us, we are always the favourites when playing at home," Kompany told a press conference. "But every game has its dangers as teams want to win points against us. I have nothing to do with this past."
"It is a match against a team with a lot of confidence and motivation, following their promotion. They won a lot of matches last season. You always carry that from the second division when you are promoted."
Champions Bayern are top of the standings with two wins from two matches and a club record-equalling nine goals. Hamburg have yet to win a game, having lost their city derby to St Pauli and drawn with Borussia Monchengladbach.
Kompany, who had a difficult time in Hamburg with a nine-month injury absence, played in that last unbeaten game in Munich, back in 2008, before deciding to leave the club straight afterwards.
"I decided to leave right after that game but it had nothing to do with the club or football," he said. The Belgian said he decided to leave after being pulled out of the Belgium squad midway through the Beijing 2008 Olympics in order to return to the club. Belgium finished fourth.
"Hamburg brought me back, and then I sat on the bench in Munich. On principle, it was unacceptable."
Kompany will have little time to reminisce in the coming days, with the Bavarians kicking off their Champions League campaign against visitors Chelsea next week.