Context and Objective: Vigorous exercise, alcohol and weight loss are all known to increase HDL-cholesterol, however, it is not known whether these interventions raise low HDL as effectively as has been demonstrated for normal HDL. Design: Physican-supplied medical data from 7,288 male and 2,359 female runners were divided into five strata according to their self-reported usual running distance, reported alcohol intake, body mass index (BMI) or waist circumference. Within each stratum, the 5th, 10th, 25th, 50th, 75th, 90th, and 95th percentiles for HDL-cholesterol were then determined. Bootstrap resampling of least-squares regression was applied to determine the cross-sectional relationships between these factors and each percentile of the HDL-cholesterol distribution. Results: In both sexes, the rise in HDL-cholesterol per unit of vigorous exercise or alcohol intake was at least twice as great at the 95th percentile as at the 5th percentile of the HDL-distribution. There was also a significant graded increase in the slopes relating exercise (km run) and alcohol intake to HDL between the 5th and the 95th percentile. Men's HDL-cholesterol decreased in association with fatness (BMI and waist circumference) more sharply at the 95th than at the 5th percentile of the HDL-distribution. Conclusions: Although exercise, alcohol and adiposity were all related to HDL-cholesterol, the elevation in HDL per km run or ounce of alcohol consumed, and reduction in HDL per kg of body weight (men only), was least when HDL was low and greatest when HDL was high. These cross-sectional relationships support the hypothesis that men and women who have low HDL-cholesterol will be less responsive to exercise and alcohol (and weight loss in men) as compared to those who have high HDL-cholesterol.