Oh, hey, someone noticed!
Indeed, you're correct. We've added a history event to both the edit history and the timeline to indicate when a question first appears on the Hot Network Questions list.
This was made possible by the work Adam did recently to move where we house the HNQ list in our code. This will only indicate when a question appears - there's not a similar event when the question drops off the list, so don't use it to judge whether something is currently on the list, you'll need to visit the actual list for that.
This is brand new data that we're capturing, so we won't be able to go back in time and indicate this on posts throughout history, sorry.
There are a few other updates coming soon and we'll make an actual announcement when that happens to keep you all in the loop along with handing out a few status-completed tags.
Let me know if you have any questions about this post history indicator and I'll see what I can do to get an answer for you.