The COVID-19 pandemic incited unprecedented restrictions on the behavior of society. The aims of this study were to quantify changes to sleep/wake behavior and exercise behavior, as well as changes in physiological markers of health during COVID-19 physical distancing. A retrospective analysis of 5,436 US-based subscribers to the WHOOP platform (mean age = 40.25 ± 11.33; 1,536 females, 3,900 males) was conducted covering the period from January 1st, 2020 through May 15th, 2020. This time period was separated into a 68-day baseline period and a 67-day physical distancing period. To provide context and allow for potential confounders (e.g., change of season), data were also extracted from the corresponding time periods in 2019. As compared to baseline, during physical distancing, all subjects fell asleep earlier (-0.15 hours), woke up later (0.29 hours), obtained more sleep (+0.21 hours) and reduced social jet lag (-0.13 hours). Contrasting sleep behavior was seen in 2019, with subjects falling asleep and waking up at a similar time (-0.01 hours; -0.03 hours), obtaining less sleep (-0.14 hours) and maintaining social jet lag (+0.06 hours) in corresponding periods. Individuals exercised more intensely during physical distancing by increasing the time spent in high heart rate zones. In 2020, resting heart rate decreased (-0.90 beats per minute) and heart rate variability increased (+0.98 milliseconds) during physical distancing when compared to baseline. However, similar changes were seen in 2019 for RHR (-0.51 beats per minute) and HRV (+2.97 milliseconds), suggesting the variation may not be related to the introduction of physical distancing mandates. The findings suggest that individuals improved health related behavior (i.e., increased exercise intensity and longer sleep duration) during physical distancing restrictions. While positive changes were seen to cardiovascular indicators of health, it is unclear whether these changes were a direct consequence of behavior change.