Mustadrak al-Hakim — Hadith 250

It is narrated from Sayyiduna Anas bin Malik (may Allah be pleased with him) that the Messenger of Allah (peace and blessings be upon him) said: "Friends are of three kinds. One friend says: 'Whatever you have given (in the way of Allah) is yours, and whatever you have held back is not yours'; that is your 'wealth'. The second friend says: 'I am with you until you reach the door of the King, then I will go back and leave you alone'; these are your 'family and relatives', who accompany your funeral to the grave and then come back, leaving you. And the third friend says: 'Wherever you enter and wherever you leave, I will be with you'; that is a person's 'deeds'. (At that time the person says to his deeds:) 'By Allah! Of the three, you were the most insignificant and lowly in my eyes.'"
This hadith is sahih (authentic) on the condition of the two Shaykhs (Bukhari and Muslim); they used Hajjaj bin Hajjaj as evidence, and there is no hidden defect in it, but they did not record it in this wording (sequence). However, it has a shahid (supporting narration) which they did record.