Season the beef tenderloin with the kosher salt and black pepper.
Place the beef tenderloin on a wire rack on a foil lined baking sheet and let rest for 10 minutes.
Preheat the oven to 225°F.
In a small bowl, whisk the balsamic vinegar and olive oil together.
Add 4 sprigs of the rosemary, chopped, 4 sprigs of the thyme, chopped, and the crushed garlic to the balsamic olive oil mixture.
Rub this mixture on the beef tenderloin.
Place the beef tenderloin in the oven for 60-90 minutes, or until a thermometer reaches between 120-125°F.
Remove from the oven and let rest 10 minutes.
Turn the oven from bake to broil on low.
In a medium skillet over high heat, add the butter.
Once the butter is bubbling, add the remaining 2 sprigs fresh thyme, chopped, 2 sprigs rosemary, chopped and 1 tsp horseradish, simmer 30-60 seconds.
Remove from the heat and spoon the horseradish herb butter evenly over the beef tenderloin.
Place the beef tenderloin back into the oven, 6 inches under the broiler for 1-2 minutes.
Remove from the oven, transfer to a cutting board and rest for 5-10 minutes before slicing.
Horseradish Gorgonzola Sauce
While the beef tenderloin is resting, prepare the horseradish gorgonzola sauce by adding the olive oil to a large skillet over medium heat.
Once the oil is heated, add the shallots and cook for 30 seconds, add the garlic and cook for an additional 30 seconds.
Stir in the half and half and simmer for 1 minute, add the horseradish and gorgonzola, simmer, stirring constantly until the gorgonzola is melted into the sauce.
Remove the sauce from the heat and serve drizzled over the sliced beef tenderloin or on the side.
Slice the beef tenderloin into approximately 1 inch slices.