A question about privacy, health apps and Smartwatches

So back when I wasn't as privacy conscious as I am now, I started using Huawei Health as it came with a device. Now i've done that for about 6 years. Started with just counting my steps to eventually buying a Huawei fitness band for the integration and to have even more data in the app. It's a good band but... it's still all Huawei lol. So I've been thinking of switching.

However, all the health data i've gathered over that long period of time is in that app. Is there any way to transfer all that data to a more privacy focused service? And i mean ALL of it. From steps and amount of sleep to what my pulse was on a random day of a random year at a random time of said day.

Or do I have to abandon that data in the pursuit of privacy? And what would even be a more privacy focused solution?