Am I doing HDR wrong?

I have never used an HDR display before so I'm not sure how it's supposed to look.

I have been playing Spider-man both with and without HDR and unless I'm staring right into the sun there is literally no difference. I have always heard people talk about HDR as something incredible but I'm honestly disappointed.

I also played Tetris effect: connected and HDR seemed to just make all the menus darker, but the rest looked the same.

Have I done something wrong or is this how it is supposed to be?