Health data gone

I changed my Apple ID password and when I logged back in my health and fitness data is missing. I did not have an iCloud backup of this data. Is it stored on the phone too? Am I able to recover it from my phone itself. I did not reset my phone. I just changed my iCloud password (logged out/logged in). Again, I do not pay for extra iCloud storage. I save photos to another storage service and assumed health data stayed on the device. I also do not have a recent phone backup.