<a href="<?php echo $_SERVER['DOCUMENT_ROOT'].'/hello.html'; ?>">go with php</a>
<br />
<a href="/hello.html">go to with html</a>
Try this yourself and find that they are not exactly the same.
$_SERVER['DOCUMENT_ROOT'] renders an actual file path (on my computer running as it's own server, C:/wamp/www/
HTML's / renders the root of the server url, in my case, localhost/
But C:/wamp/www/hello.html and localhost/hello.html are in fact the same file