I was discussing this with a mutual friend of ours, kleinbl00, who happens to know a lot about lighter-than-air craft. The overnight helium loss on these things is astronomical. Just sitting there in the building.
It's a serious engineering challenge to make a lightweight membrane that's impermeable to helium. It's an itty bitty molecule. On the plus side, it's chemically inert. It's actually impossible to make a membrane that's impermeable to hydrogen. It's highly reactive, for one, and reacts with most anything it touches. It also decays straight-up in to alpha radiation which is freakishly science-ey. The fact that we use helium, even though hydrogen lifts twice as much, says a lot about what sort of compromises are necessary when dealing with lighter-than-air craft.
I assume you mean sulfur hexaflouride. A coworker had a balloon of that, and it's so weird seeing a balloon fall to the ground like it's filled with rocks. It's nice and inert, too! So inert it's used for high voltage insulation.