For those with an HDR display banging their heads against a wall trying to get it to look right (or even run it in anything other than exclusive fullscreen, because for some reason the HDR option disables the ability to run in borderless or a window? Why?), HDR DOES NOT WORK in this game. Leave the setting OFF. It messes up some of the contrast (the gold borders in the menus look nice with the higher contrast, but it's not intended AFAICT) and overall just makes it darker, without actually using an HDR color space.

So, yeah, TL;DR: Always keep the HDR setting OFF, and if you record, be sure it's recording sRGB (this game is 100% SDR).