Not 3 but 4 avataras.
Hiranyaksha - Varaha Avatara.
Hiranyakashipu and Prahlada - Narasimha avatara.
Bali - Vamana avatara.
Banasura - Krishna avatara.
Then Bana’s daughter Usha was also married into Krishna's family (marrying his grandson Aniruddha).
From Prahlada’s time onwards the lineage also had a boon from Lord Vishnu that he will never slay them
This Asura is the son of Bali and as such I should not kill him. I have conferred a boon on Prahlada that none of his descendants would be killed by me. It was just to curb his arrogance that his arms have been lopped off by me. And his big army is annihilated because it was a burden to the earth.
- Chapter 63, 10th Skandha, Srimad Bhagavatam.
So it's definitely the most blessed asura lineage of all time.