High-density lipoprotein (HDL) is the "good" cholesterol. HDLs carry cholesterol in the blood from other parts of the body back to the liver, which leads to its removal from the body. So HDL helps keep cholesterol from building up in the walls of the arteries. If your HDL cholesterol level is below 40 mg/dL, you are at substantially higher risk for heart disease. The higher your HDL cholesterol level, the better.