The exoplanetary science through direct imaging and spectroscopy will largely expand with the forthcoming development of new instruments at the VLT (SPHERE), Gemini (GPI), Subaru (HiCIAO), and Palomar (Project 1640) observatories. All these ground-based adaptive optics instruments combine extremely high performance adaptive optics (XAO) systems correcting for the atmospheric turbulence with advanced starlight-cancellation techniques such as coronagraphy to deliver contrast ratios of about 10-6 to 10-7. While the past fifteen years have seen intensive research and the development of high-contrast coronagraph concepts, very few concepts have been tested under dynamical seeing conditions (either during sky observation or in a realistic laboratory environment). In this paper, we discuss the results obtained with four different coronagraphs -- phase and amplitude types -- on the High-Order Testbench (HOT), the adaptive optics facility developed at ESO. This facility emphasizes realistic conditions encountered at a telescope (e.g., VLT), including a turbulence generator and a high-order adaptive optics system. It enables to evaluate the performance of high-contrast coronagraphs in the near-IR operating with an AO-corrected PSF of 90% Strehl ratio under 0.5 arcsec dynamical seeing.