Helium is a noble gas and doesn’t react with any element. Helium doesn't react with Hydrogen also. In stars, Hydrogen in high temperatures, undergoes fusion reaction to form Helium atoms and gives enormous energy. But this concept is misunderstood and thought that Helium reacts with Hydrogen.
Helium is an inert gas. It has only one energy shell and it is completely filled with two electrons. It has an electronic configuration which is stable. It doesn't need to lose or gain electrons.So, helium doesn't react with hydrogen.

Well, but that doesn't mean that Helium cannot lose electrons. Everything's possible in Nuclear Chemistry. We know that α-rays (Alpha rays) are He²⁺ nuclei.