Accurate physical activity monitoring is essential to understand the impact of physical activity on one's physical health and overall well-being. However, advances in human activity recognition algorithms have been constrained by the limited availability of large labelled datasets. This study aims to leverage recent advances in self-supervised learning to exploit the large-scale UK Biobank accelerometer dataset-a 700,000 person-days unlabelled dataset-in order to build models with vastly improved generalisability and accuracy. Our resulting models consistently outperform strong baselines across eight benchmark datasets, with an F1 relative improvement of 2.5-130.9% (median 24.4%). More importantly, in contrast to previous reports, our results generalise across external datasets, cohorts, living environments, and sensor devices. Our open-sourced pre-trained models will be valuable in domains with limited labelled data or where good sampling coverage (across devices, populations, and activities) is hard to achieve.