Subsequent Events	6 Months Ended
	Jun. 30, 2023
Subsequent Events [Abstract]
Subsequent Events	Subsequent EventIn July 2023, we entered into four additional variable-for-fixed interest rate swap agreements for a notional amount of $130 million, with notional values of $40 million and $90 million maturing in July 2025 and 2026, respectively. These interest rate swap agreements will further limit our exposure to increases in interest rates on a portion of our variable-rate indebtedness. Under the terms of the interest rate swap agreements, we will receive monthly variable-rate interest payments based on one-month Term SOFR, and make monthly fixed-rate interest payments as specified in the interest rate swap agreements. We have designated these interest rate swap agreements as cash flow hedges. Changes in fair value of outstanding derivatives in cash flow hedges will be recorded in other comprehensive income (loss) in the consolidated statements of comprehensive income until earnings are impacted by the hedged transaction.