Note: When originally written there was no native backup for Home Assistant OS (Hass.io as it was then). Things have come a long way since and there are built in snapshots (called backups) and many add-ons that provide functionality for copying those snapshots to a remote destination.
I’ve already talked in general about backing up Home Assistant, but for Hass.io the process is slightly different.
The problem is that there’s no easy access to local USB drives, and the stock SSH add-on doesn’t have rsync. The solution comes in the form of an upgraded SSH add-on from Frenck.
If you’ve installed the stock add-on, remove it before installing Frenck’s - or install Frenck’s and configure it to use a different port. Having done that, follow the original guide to using a remote computer.
Unfortunately, yes, you’ll need to use a remote system to back it up. At this point there’s no way around that, but I’m fairly confident that if you watch Frenck’s repository that’ll change.