Word that describes a collection of goals
Thesaurus: target
objective goal object end
These are all words for something that you are trying to achieve.
target a result that you try to achieve: Set targets that you can reasonably hope to achieve. sales targets
objective (somewhat formal) something that you are trying to achieve: What are the objectives of this project?
goal something that you hope to achieve: He continued to pursue his goal of becoming an actor.
While these definitions themselves do not give a very clear distinction, it seems the word goal is not limited to a single unit (a certain target), so that goal is no less a hypernym itself.
A person would need to complete work on all of these to achieve their goal.
Or better still,
*A person would need to accomplish all of these to achieve their goal*.
By the way, "work out", "eating right", etc. are not goals or objectives they are means to achieve the goal ("weight loss"). You must use appropriate sub-tasks instead. The example is not suitable for the question.
Plan, program, project, outline, strategy, stratagem, agenda, schedule, objectives, calendar, etc. Take your pick.
Depending on your goals, bucket list might also be appropriate.