Black phosphorus presents a very anisotropic crystal structure, making it a potential candidate for hyperbolic plasmonics, characterized by a permittivity tensor where one of the principal components is metallic and the other dielectric. Here we demonstrate that atomically thin black phosphorus can be engineered to be a hyperbolic material operating in a broad range of the electromagnetic spectrum from the entire visible spectrum to ultraviolet. With the introduction of an optical gain, a new hyperbolic region emerges in the infrared. The character of this hyperbolic plasmon depends on the interplay between gain and loss along the two crystalline directions.