To add to the information Zandor gave...

HPS lights, because they are redder than MH, have longer wavelengths. The MH light travels poorly in fog because the blue light, with its shorter wavelength, easily bumps into particles in the fog and then gets absorbed and scattered. You can think of the longer red wavelength of the HPS as being able to curve over the particles better.

This is also why the sunset and the lunar eclipses appear reddish. Most of the suns light gets scattered while the longer redder wavelengths are able to penetrate the Earths atmosphere.