The tremendous energy usage from buildings leads to research studies on their improvement, among which advanced building control plays an important role. In advanced building controls, data-driven predictive control (DDPC), differentiable predictive control (DPC), and reinforcement learning (RL) have shown advantages, but their comparison often lacks in existing studies. The simulation-based prior comparison studies have inconsistent results due to different assumptions and simplifications. Therefore, to comprehensively compare the three advanced strategies for real-time building HVAC controls, we implemented DDPC, specifically, hierarchical DDPC (HDDPC), DPC, and RL in a real building testbed for more than 5 months. The results show that all three advanced controls maintained the indoor environmental quality (IEQ) cost-effectively. Overall, HDDPC outperformed the baseline control with more than 50% energy savings, followed by RL with 48%, and DPC with 30.6%. Most control failures were related to API communication issues. Besides, the information gaps between room and system level controllers and non-optimal control decisions will degrade HDDPC's performance. Such degradation did not happen in DPC and RL, which led to better performance of agent-based control over HDDPC. Moreover, HDDPC needs minutes to make control decisions whereas DPC and RL need milliseconds, indicating higher online computing resources required by HDDPC. For agent training, DPC is faster than RL, as DPC training needs minutes and RL needs hours, but its performance is not as good as RL. This study provides a comprehensive understanding and assessment of the pros and cons of advanced building controls and sheds light on future research on building controls.