Astory in the historical fiction sub genre often includes:

1. fictional characters in a historical setting
2. nonfictional characters in a historical setting
3. characters in an invented time period
4. characters who are lost in time

1. Fictional characters in a historical setting. This is the only one that counts directly as being "historical fiction", as the definition is: "the genre of literature, film, etc., comprising narratives that take place in the past and are characterized chiefly by an imaginative reconstruction of historical events and personages."

Number two is just straight up Historical Fact.
Number three doesn't work as an "invented time period" would mean one in the future, or an alternate universe past, and that is clearly not historical.
Number four works under the historical fiction umbrella, but nowhere near as neatly as number one, as being "lost in time" could mean they are lost in the future as well.