The gas with the highest molecular weight diffuses the slowest when it comes to rate of diffusion and helium is the fastest as it is the lightest.
At any given temperature, small, light molecules (such as H2, hydrogen gas) diffuse faster than larger, more massive molecules (such as N2, nitrogen gas) because they are traveling faster, on the average (see heat; kinetic-molecular theory of gases).
As per Graham's law, the rate of effusion or diffusion is inversely proportional to the square root of its molecular weight.
Consequently, the gas with the least molecular weight effuses the fastest hence, helium gas has a higher rate of diffusion compared to nitrogen or oxygen.
Learn more about diffusion here: