The BibTeX bibliography style file "apsrev4-1.bst" distributed by the American Physical Society with RevTeX 4.1 does not handle reference to the Journal of High Energy Physics properly. This is a modified version that does handle them properly.
To use this, put apsrev4-1-JHEPfix.bst in the same directory as your document or install it somewhere in the TeX search path (and don't forget to run mktexlsr), then use BibTeX as normal, but put \bibliographystyle{apsrev4-1-JHEPfix} instead of the usual \bibliographystyle{apsrev4-1}. Then, any references whose journal field is exactly "J. High Energy Phys." will be formatted correctly.