A yearly formal review is done, but I don't bother to ask for a copy, I guess it goes in my file but every 3 months there is an informal "check-in" type of conversation, which I also don't want or get written stuff about.
This is all done remotely, me at my house, them wherever they are. The only time HR is sitting in on a meeting is if we're being written up or terminated. HR at meetings at my employer never means anything good.