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

No definition available.

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- Definition

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

+ References

No definition available.

+ Details

Name:	hcp_DerivativeSwapTypeFixedPriceSemiAnnualBuySellAmount
Namespace Prefix:	hcp_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
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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Namespace Prefix:	hcp_
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Balance Type:	credit
Period Type:	duration

- 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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Namespace Prefix:	hcp_
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Balance Type:	credit
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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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Namespace Prefix:	hcp_
Data Type:	xbrli:monetaryItemType
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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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Namespace Prefix:	hcp_
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- 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 1B

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5580258-113959

Reference 2: 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=35706170&loc=SL5579245-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

-URI http://asc.fasb.org/extlink&oid=6519104

+ Details

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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

Name:	us-gaap_DerivativeBasisSpreadOnVariableRate
Namespace Prefix:	us-gaap_
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

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Details

Name:	us-gaap_DerivativeLineItems
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Balance Type:	na
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- 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=35706170&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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Period Type:	duration

- Definition

Fair value as of the balance sheet date of all foreign currency derivative liabilities designated as cash flow 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=35706170&loc=SL5624163-113959

+ Details

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- 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

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- Definition

The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

+ References

+ Details

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- 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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- Details

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- Definition

Number of foreign currency exchange rate derivatives held by the entity at the reporting date.

+ References

+ Details

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- Definition

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

+ References

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- Definition

The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 55

-Paragraph 4K

-URI http://asc.fasb.org/extlink&oid=35736750&loc=SL4591552-111686

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 19

-URI http://asc.fasb.org/extlink&oid=7656940&loc=SL4569616-111683

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (a),(c)

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-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 55

-Paragraph 4J

-URI http://asc.fasb.org/extlink&oid=35736750&loc=SL4591551-111686

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Derivative Financial Instruments (Details)	3 Months Ended		9 Months Ended			3 Months Ended	9 Months Ended			9 Months Ended		9 Months Ended			9 Months Ended			3 Months Ended	9 Months Ended
Derivative Financial Instruments (Details)	Sep. 30, 2014 USD ($)	Sep. 30, 2013 USD ($)	Sep. 30, 2014 USD ($)	Sep. 30, 2013 USD ($)	Sep. 30, 2014 Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges Reclassification out of Accumulated Other Comprehensive Income USD ($)	Sep. 30, 2014 Cash flow hedge USD ($)	Sep. 30, 2014 Interest rate swap, entered in July 2005, maturity in July 2020 USD ($)	Sep. 30, 2014 Interest rate swap, entered in July 2005, maturity in July 2020 Cash flow hedge item	Sep. 30, 2014 Interest rate swap, entered in July 2005, maturity in July 2020 Cash flow hedge BMA Swap Index [Member] USD ($)	Sep. 30, 2014 Interest rate swap, entered in November 2008, maturity in October 2016 USD ($)	Sep. 30, 2014 Interest rate swap, entered in November 2008, maturity in October 2016 Cash flow hedge London Interbank Offered Rate (LIBOR) [Member] USD ($)	Sep. 30, 2014 Interest rate swap, entered in July 2012, maturity in June 2016 USD ($)	Sep. 30, 2014 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP LIBOR [Member] USD ($)	Sep. 30, 2014 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP LIBOR [Member] GBP (£)	Sep. 30, 2014 Currency swap, entered in July 2012, maturity in June 2016 USD ($)	Sep. 30, 2014 Currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge USD ($)	Sep. 30, 2014 Currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP (£)	Sep. 30, 2014 Currency swap, entered July 2014, maturity in December 2015 USD ($) item	Sep. 30, 2014 Currency swap, entered July 2014, maturity in December 2015 USD ($) item	Sep. 30, 2014 Currency swap, entered July 2014, maturity in December 2015 Cash flow hedge USD ($)	Sep. 30, 2014 Currency swap, entered July 2014, maturity in December 2015 Cash flow hedge GBP (£)
Derivative
Fixed Rate/Buy Amount (as a percent)									3.82%		5.95%		1.81%	1.81%
Floating/Exchange Rate Index, percentage											1.50%		1.20%	1.20%
Buy (sell) amount																$ 45,500,000	£ 7,200,000			$ 9,300,000	£ 400,000
Notional amount									45,600,000		26,000,000			137,000,000			29,000,000				5,500,000
Fair value of hedge, liabilities									(5,635,000)		(1,945,000)		1,447,000
Fair value of hedge, liabilities																(1,337,000)				484,000
Number of interest-rate swap contracts								3
Exchange rate USD/GBP																1.5695	1.5695			1.7060	1.7060
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings	251,059,000	236,858,000	736,961,000	687,367,000	0
Gain (loss) on cash flow hedge, ineffective portion																		0	0
Effects of Change in Interest Rates
+50 Basis Points							1,128,000			267,000		1,900,000			(399,000)				(65,000)
-50 Basis Points							(1,337,000)			(253,000)		(1,865,000)			71,000				23,000
+100 Basis Points							2,361,000			527,000		3,783,000			(633,000)				(110,000)
-100 Basis Points							(2,570,000)			(512,000)		(3,748,000)			306,000				67,000
Reclassification of unrealized gains into other income (expense)						2,100,000
Number of currency swap contracts																		2	2
Semi-annual buy (sell) amount																		$ 600,000	$ 600,000