There's a "favorite" (sic) link that appears only when viewing the comment-tree rooted at that particular comment. You can get to that view by clicking the timestamp of the comment (obviously). (Or, in this particular case, clicking the "parent" link when viewing the comment-tree rooted at your comment, which is where you might be reading this, from your "threads" link).

These favourites are public and are linked from your user page (https://news.ycombinator.com/user?id=BRedSox), here (https://news.ycombinator.com/favorites?id=BRedSox)

A surprising number of HNers don't use this feature.

HN saves a list of your upvoted comments which you can view via your profile. This is private.

You can click on the timestamp and it will take you to a page for the comment where you can click 'favourite' which will be public to anyone who visits your profile.

Also, thank you!

you can book mark the comment link, or us HN and favorite the comment.

Tap on the date, click on favourite.