HDR using the iPhone.

The camera on the iPhone was one of the major reasons I switched from Android. With that being said, I never really thought the iPhone's HDR setting did a great job. The only time I've seen the effect perform well was when I would shoot indoors during bight days.
Example: If you were to take a picture of someone in front of the window, the window would be blown out in the picture. The camera is exposing for the person and not the window. This can be changed by exposing for the window, but the person will be extremely dark. However if you use the iPhone's HDR feature, I believe it does two things, uses post processing and stops down the extremely bright parts of the photo. and possibly takes another photo  and merges them. I don't see the 2nd situation very likely because of camera shake.

Below I took two photos of the sky during sunset. I picked the sky as my main exposure and focus point. The top picture is without HDR, and the bottom with HDR turned on.

No HDR

HDR

You can see that the light on the wall in the first picture is blown out, and in the second picture the iPhone was able to correct the brightness. The sky looks identical in both pictures making me think that the HDR is a post processing software method.

The only difference is the level of detail you can see around the light and the pipes leading up to the roof.
Either way, I find the incamera HDR very underwhelming. It is a fun tool if you want to play around with it inside you living room on a bright day. However if you are trying to capture a HDR sunset, I'd recommend other camera gear.

Let me see your HDR pictures if you get the chance.