The buy (sell) amount related to a fixed price risk swap derivative.

No definition available.

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Namespace Prefix:	hcp_
Data Type:	xbrli:monetaryItemType
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Period Type:	instant

- Definition

The monthly buy (sell) amount related to a fixed price risk swap derivative.

+ References

No definition available.

+ Details

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Namespace Prefix:	hcp_
Data Type:	xbrli:monetaryItemType
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Period Type:	instant

- Definition

This element represents the effect of decrease in the interest rate by 100 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of decrease in the interest rate by 50 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of increase in the interest rate by 100 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of increase in the interest rate by 50 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

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Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Nominal or face amount used to calculate payments on the derivative asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Glossary Notional Amount
-URI http://asc.fasb.org/extlink&oid=6519104

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959

+ Details

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Data Type:	xbrli:monetaryItemType
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Period Type:	instant

- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ References

No definition available.

+ Details

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Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

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Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Amount of gain (loss) from the ineffectiveness of the hedge.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (d)(1)
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 25
-Section 50
-Paragraph 1
-Subparagraph (a)(1)
-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

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Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Fair value of all derivative liabilities designated as fair value hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959

+ Details

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Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Fair value as of the balance sheet date of all foreign currency derivative assets designated as cash flow hedging instruments.

+ References

+ Details

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Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Foreign exchange rate used to translate amounts denominated in functional currency to reporting currency.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 830
-SubTopic 30
-Section S99
-Paragraph 1
-URI http://asc.fasb.org/extlink&oid=6897108&loc=SL6897125-166521

+ Details

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Data Type:	xbrli:pureItemType
Balance Type:	na
Period Type:	instant

- Definition

Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

+ References

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
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Period Type:	instant

- References

No definition available.

+ Details

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- Definition

Number of interest rate derivative instruments held by the entity at the reporting date.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959

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-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959

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- Details

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Derivative Financial Instruments (Details) £ in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016 USD ($)	Jun. 30, 2015 USD ($)	Jun. 30, 2016 USD ($)	Jun. 30, 2015 USD ($)	Jun. 30, 2016 GBP (£) item	Jun. 30, 2016 USD ($) item
Derivative
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings			$ 0
Cash flow hedge \| Reclassification out of Accumulated Other Comprehensive Income \| Other income, net
Effects of Change in Interest Rates
Reclassification of unrealized gains into other income (expense), ineffectiveness	$ 200	$ 200	300	$ 300
Net Investment Hedging \| Facility and 2012 Term Loan
Derivative
Borrowings designated as hedge of net investment \| £					£ 268,000
Interest rate swap, entered in July 2005, maturity in July 2020
Effects of Change in Interest Rates
+50 Basis Points			994
-50 Basis Points			(735)
+100 Basis Points			1,858
-100 Basis Points			(1,600)
Interest rate swap, entered in July 2005, maturity in July 2020 \| BMA Swap Index
Derivative
Notional amount						$ 45,600
Fair value of hedge, liabilities						$ (5,410)
Interest rate swap, entered in July 2005, maturity in July 2020 \| Cash flow hedge
Derivative
Number of interest-rate swap contracts \| item					3	3
Interest rate swap, entered in July 2005, maturity in July 2020 \| Cash flow hedge \| BMA Swap Index
Derivative
Fixed Rate/Buy Amount (as a percent)					3.82%	3.82%
Interest rate swap, entered in November 2008, maturity in October 2016
Effects of Change in Interest Rates
+50 Basis Points			33
-50 Basis Points			(40)
+100 Basis Points			69
-100 Basis Points			(76)
Interest rate swap, entered in November 2008, maturity in October 2016 \| LIBOR
Derivative
Notional amount						$ 24,700
Fair value of hedge, liabilities						$ (286)
Interest rate swap, entered in November 2008, maturity in October 2016 \| Cash flow hedge \| LIBOR
Derivative
Fixed Rate/Buy Amount (as a percent)					5.95%	5.95%
Floating/Exchange Rate Index, percentage					1.50%	1.50%
Interest rate swap, entered in January 2015, maturity in October 2017
Effects of Change in Interest Rates
+50 Basis Points			1,893
-50 Basis Points			(2,037)
+100 Basis Points			3,858
-100 Basis Points			(4,003)
Interest rate swap, entered in January 2015, maturity in October 2017 \| GBP LIBOR
Derivative
Notional amount \| £					£ 220,000
Fair value of hedge, liabilities						$ (2,162)
Interest rate swap, entered in January 2015, maturity in October 2017 \| Cash flow hedge
Derivative
Exchange rate GBP/USD					1.5149	1.5149
Interest rate swap, entered in January 2015, maturity in October 2017 \| Cash flow hedge \| GBP LIBOR
Derivative
Fixed Rate/Buy Amount (as a percent)					1.79%	1.79%
Floating/Exchange Rate Index, percentage					0.975%	0.975%
Currency swap, entered in January 2015, maturity in October 2017
Derivative
Notional amount \| £					£ 16,800
Fair value of foreign currency hedge, assets						$ 3,017
Effects of Change in Interest Rates
+50 Basis Points			(225)
-50 Basis Points			1
+100 Basis Points			(338)
-100 Basis Points			$ 114
Currency swap, entered in January 2015, maturity in October 2017 \| Cash flow hedge
Derivative
Buy (sell) amount \| £					£ 1,000
Monthly buy (sell) amount						$ 25,500