Anyone who plays online poker seriously uses a hand tracker. When you play online, each hand is saved as a .txt file. People have written software for it, its usually 40$-100$. Its usually a postgres database that allows for easy access to every hand, filterable by position, profit/loss, opponent, etc.
There is a lot more to winning than just owning a HUD, it takes a lot of skill to manipulate statistics properly to observe weaknesses in your opponents.
Poker applications output your hand history to text files, which can then be imported into poker tracking applications for analysis. You can also buy hand histories online in bulks of millions.
In addition to tracking the hands players play themselves there is a black market for buying hand histories gathered by other players.
This is not allowed by the sites and there have been some notable scandals of nose bleed-players sharing hand histories to explicitly target another player.
When I was playing, there were programs that recorded hand histories. You could have the program display certain stats in a HUD at each table you were playing on.