HDL cholesterol (high-density lipoprotein) is the "good" cholesterol. It helps carry excess cholesterol away from the arteries and back to the liver for removal, which is why a higher HDL is generally considered protective against heart disease.
Regular physical activity, not smoking, and a heart-healthy eating pattern can support HDL. HDL is only one part of the picture — clinicians look at it alongside LDL, triglycerides and your overall risk. See high cholesterol in women.