HTL does not provide any means for comparing the test results of different headphones directly. But this is easily achieved by opening HTL in two adjacent browser tabs and navigating to the results you wish to compare: Headphone 1 in the first tab and Headphone 2 in the second (and perhaps Headphone 3 in a third, etc.). Clicking between the tabs then allows quick comparisons to be made.
The same method can also be used for comparing the performance of a headphone's left and right capsules in those tests where each is graphed separately, eg. isolation or cumulative spectral decay.