Fair Value Measurements - Summary of Fair Value Assets and Liabilities Measured on Recurring Basis (Details) - USD ($) $ in Thousands		Jun. 30, 2022	Jun. 30, 2021
Liabilities:
Interest rate derivative			$ 13,807
Fair Value, Recurring
Assets:
Assets		$ 45,773	6,525
Liabilities:
Contingent consideration liabilities	[1]	8,515	4,631
Interest rate derivative	[2]	9,157	13,807
Liabilities		8,515	18,438
Fair Value, Recurring | Fair Value, Inputs, Level 1
Assets:
Assets		36,616	6,525
Liabilities:
Contingent consideration liabilities	[1]	0	0
Interest rate derivative	[2]	0	0
Liabilities		0	0
Fair Value, Recurring | Fair Value, Inputs, Level 2
Assets:
Assets		9,157	0
Liabilities:
Contingent consideration liabilities	[1]	0	0
Interest rate derivative	[2]	9,157	13,807
Liabilities		0	13,807
Fair Value, Recurring | Fair Value, Inputs, Level 3
Assets:
Assets		0	0
Liabilities:
Contingent consideration liabilities	[1]	8,515	4,631
Interest rate derivative	[2]	0	0
Liabilities		8,515	4,631
Fair Value, Recurring | Money Market Funds
Assets:
Assets		36,616	6,525
Fair Value, Recurring | Money Market Funds | Fair Value, Inputs, Level 1
Assets:
Assets		36,616	6,525
Fair Value, Recurring | Money Market Funds | Fair Value, Inputs, Level 2
Assets:
Assets		0	0
Fair Value, Recurring | Money Market Funds | Fair Value, Inputs, Level 3
Assets:
Assets		$ 0	$ 0

[1] We assess the fair value of contingent consideration to be settled in cash related to acquisitions using probability weighted models for the various contractual earn-outs. These are Level 3 measurements. Significant unobservable inputs used in the estimated fair values of these contingent consideration liabilities include probabilities of achieving customer related performance targets, specified sales milestones, consulting milestones, changes in unresolved claims, projected revenue or changes in discount rates.

[2] The fair value of interest rate swaps is estimated using a discounted cash flow analysis that considers the expected future cash flows of each interest rate swap. This analysis reflects the contractual terms of the interest rate swap, including the remaining period to maturity, and uses market-corroborated Level 2 inputs, including forward interest rate curves and implied interest rate volatilities. The fair value of an interest rate swap is estimated by discounting future fixed cash payments against the discounted expected variable cash receipts. The variable cash receipts are estimated based on an expectation of future interest rates derived from forward interest rate curves. The fair value of an interest rate swap also incorporates credit valuation adjustments to reflect the non-performance risk of the Company and the respective counterparty.