Not sure what you're using for a USB HDD, but, many (even 5,400 rpm) can operate right at the practical upper limit (~40 Mbps sustained) of USB 2.0, and some can easily run 120+ Mbps on USB 3.0. Solid-state drives (SSDs) can go faster than either SD cards or USB flash drives, but, since the cost of the cheapest ones is twice that of a Pi and none of the above can go faster than the USB 2.0 speed limit, SSDs are a complete waste of money with the Pi. SSDs do have a vibration/G-limit advantage and otherwise can't suffer head crashes at any time (the way hard disks can). However, over time, SSDs will degrade from write fatigue, eventually to the point where their redundant internal storage is no longer able to make up for lost flash cells, if there is a swap partition on them or writes are otherwise performed continuously over long periods of time (months to a couple of years, depending on the rate).
If they had used a Compact Flash (CF) interface instead of SD, we could plug the old IBM (later Hitachi) Microdrives that were ~1-inch diameter hard drives in a double-thickness (Type II) CF package.
They only had capacities of 170 MBs to 12 GBs (for Seagate - only up to 8 GBs for Hitachi) though, so the smaller ones would really only be useful for swap or other high-write-rate uses. They could be hooked up to a Pi with a multi-way USB adapter that includes a CF slot (not sure all of those adpaters are Type II compatible, though). They would also need to be powered via a USB hub, as they draw upwards of 300 mA, especially when spinning up.
They're as cheap as a few dollars on auction sites, though, costing no more than their SD or CF flash memory-based counterparts, even if never used.
The best things in life aren't things ... but, a Pi comes pretty darned close!
"Education is not the filling of a pail, but the lighting of a fire." -- W.B. Yeats
In theory, theory & practice are the same - in practice, they aren't!!!