The health benefits related to exercise. Along with helping with weight loss and increasing your cardiovascular health, studies have shown that exercise can boost your immune system. Regular exercise can have a profoundly positive impact on depression, anxiety, ADHD, and more. It also relieves stress, improves memory, helps you sleep better, and boosts your overall mood. The benefits of regular physical activity are wide-reaching and should form a part of every person’s day to help them remain healthy.