There are a LOT of flaws in your approach and even your mindset.
Your lack of separation of concerns makes things harder to maintain than need be.
Putting it all into one file removes the ability to leverage parallelism. The computer can make multiple connections at once, typically eight. By putting it all in one file you may in fact be making it take longer because you only have one connection pipe.
More importantly, HTML is less likey to be cached. By putting everything in the HTML when/if people visit the site more than once, you may have inadvertently made it take MORE bandwidth by forcing everything to download again.
Probably the biggest issue with the site though is the gibberish semantics.... headings inside LI instead of starting subsections, headings paired together without creating section/subsection relationships, anchors just slopped into NAV, meaningless non-navigable DIV with scripting for stuff you probably should have used radio INPUT + CSS for, DIV doing hash link's job (for the goofy hard-coded scrolling)...
In fact, it basically tells users with accessibility needs -- and quite possibly search engines -- to go **** themselves.