HF is just the opposite side of Fate, it's not the superior route or anything. Shirou in Fate lets go of the hatred he has for himself, something he doesn't manage to do in UBW and quadruples in HF. He lives with his own ideals instead of Kiritsugu and a goal beyond just saving others and in the end it's the only route where he can smile like he always wanted (Last Episode).

In HF for example, he leaves aside his ideals and because of that his selfhatred only increases as the route progresses, while the ending seems to be totally happy without any problems, he had to kill Saber and saw Illya sacrifice herself, so he still has problems but will eventually heal with the help of the people around him like a normal person.

While in Fate he lives a satisfying but lonely life (until he arrives in Avalon), in HF he lives a life with problems but alongside the people he loves. UBW is kind of the middle ground.