Factor models tell you how the returns of your portfolio are related to the returns of the models' factors. In this case, after controlling for the relation with the size, momentum, and market factors, your portfolio is positively related to the value factor. We often say it loads on the value factor (meaning it is exposed to the type of risk that is in the HML portfolio).
Why does that surprise you? Is it because you think ex ante that you know that your portfolio is made up of growth stocks? If so, bear in mind the following:
- There a many definitions of value/growth. You seem to have in mind that value means "cheap." This is one definition, but not the one Fama and French use to construct their HML factor.
- Just because a stock qualifies as value, even by the Fama-French definition, that doesn't mean it will necessarily have a positive loading on the HML factor. That's the fallacy of division. If you have a lot of stocks in your portfolio and they really are growth stocks, then maybe you made a mistake in your math somehow. Otherwise I think you are making wrong assumptions about the probability of the member of a population (or several members) having traits that differ from those of the population as a whole.
Generically, the interpretation of a positive coefficient is that your particular portfolio has a lot of whatever type of risk is in the value portfolio, not that is is necessarily a value portfolio. If yours really is a diversified portfolio of growth stocks (as defined by Fama and French), a negative HML coefficient would be likely, but I doubt that is really the case for your portfolio.