A data structure with fast Conains check (through HashSet<T>) that also allows fast iteration (through List<T>)

HashedList.cs

using System.Collections.Generic;

public class HashedList<T>
{
	private List<T> _list;
	private HashSet<T> _set;

	public List<T> Elements { get { return _list; } }

	public T this[int i]
    {
        get
        {
            if(i < Count)
                return _list[i];

            return null;
        }
        set
        {
            if(i < Count)
                _list[i] = value;
        }
    }
		
    public int Count { get { return _list.Count; } }

    public HashedList()
    {
        _list = new List<T>();
        _set = new HashSet<T>();
    }

    public HashedList(int initialCapacity)
    {
        _list = new List<T>(initialCapacity);
        _set = new HashSet<T>();
    }

    public bool Contains(T obj)
    {
        return _set.Contains(obj);
    }

    public bool Add(T obj)
    {
        if (_set.Add(obj) == false)
            return false;

        _list.Add(obj);

        return true;
    }

    public bool Remove(T obj)
    {
        if (_set.Remove(obj) == false)
            return false;
			
		return _list.Remove(obj);
    }

    public bool RemoveAt(int index)
    {
        if(Count > index 
            && _list[index] != null)
        {
            T obj = _list[index];
            _list.RemoveAt(index);
            _set.Remove(obj);

			return true;
        }

        return false;
    }

    public void CopyTo(ref T[] array)
    {
        _list.CopyTo(array);
    }
}