Cholesterol is combined with protein in the liver to form lipoproteins. As the lipoproteins pass thru the liver in an ongoing process, they are more and more enriched with protein so in the end they are high-density lipoprotein or HDL. Several factors affect this process. Genetics dictate to a large degree how efficient your liver is at this function, and the range of that scale is astounding. If you're overweight, fatty deposits form on the liver and impede its function. If you take in hepatotoxic substances like some medications including acetaminophen, statins and some antibiotics, the liver is impaired for a while and risks permanent damage, or substances the body recognizes as toxic, such as nicotine and alcohols (of which ethanol is the least toxic) which the liver must priorize and put the lipoprotein conversion on hold while it filters out the toxins.