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Hard helices can be regarded as a paradigmatic elementary model for a number of natural and synthetic soft matter systems, all featuring the helix as their basic structural unit: from natural polynucleotides and polypeptides to synthetic helical polymers; from bacterial flagella to colloidal helices. Here we present an extensive investigation of the phase diagram of hard helices using a variety of methods. Isobaric Monte Carlo numerical simulations are used to trace the phase diagram: on going from the low-density isotropic to the high-density compact phases, a rich polymorphism is observed exhibiting a special chiral screw-like nematic phase and a number of chiral and/or polar smectic phases. We present a full characterization of the latter, showing that they have unconventional features, ascribable to the helical shape of the constituent particles. Equal area construction is used to locate the isotropic-to-nematic phase transition, and results are compared with those stemming from an Onsager-like theory. Density functional theory is also used to study the nematic-to-screw-nematic phase transition: within the simplifying assumption of perfectly parallel helices, we compare different levels of approximation, that is second- and third-virial expansions and Parsons-Lee correction., Comment: 19 pages, 20 figures, accepted in Soft Matter