If you click the time code (“one day ago”) to get the comment on its own page, you should see a “favorite” hyperlink, this will add the comment to a list of you

If you click the time code (“one day ago”) to get the comment on its own page, you should see a “favorite” hyperlink, this will add the comment to a list of your favorites, the link to which is at the bottom of your own profile page. Took me a few years of HN to notice it.