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Financial Instruments - Additional Information (Detail) (USD $) | 12 Months Ended |  |  |
--- | --- | --- | --- | ---
Dec. 31, 2011 | Dec. 31, 2010 Derivative | Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012
Derivative [Line Items] |  |  |  |  |
Maturity date of interest rate cash flow hedges | Dec. 01, 2013 |  |  |  |
Derivative cap interest rate | 7.00%us-gaap_DerivativeCapInterestRate |  |  |  |
Premium paid on interest rate cap | $ 740,000 us-gaap_DerivativeCostOfHedge |  |  |  |
Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Number of additional forward starting interest rate swaps | 6 uhs_NumberOfAdditionalForwardStartingInterestRateSwaps / us-gaap_DerivativeInstrumentRiskAxis = uhs_ForwardStartingInterestRateSwapsMember | 4 uhs_NumberOfAdditionalForwardStartingInterestRateSwaps / us-gaap_DerivativeInstrumentRiskAxis = uhs_ForwardStartingInterestRateSwapsMember |  |  |
Two Point Three Eight Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Maturity date of interest rate cash flow hedges |  | May 01, 2015 |  |  |
Fixed rate payable on interest rate swap |  | 2.38%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = uhs_TwoPointThreeEightPercentForwardStartingInterestRateSwapsMember |  |  |
Interest Rate Swap |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Fair value of our interest rate swaps, liability |  |  | 6,000,000 us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | 24,000,000 us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest Rate Swap | Other Current Liabilities |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Fair value of our interest rate swaps, liability |  |  |  | 19,000,000 us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue / us-gaap_BalanceSheetLocationAxis = us-gaap_OtherCurrentLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest Rate Swap | Other Noncurrent Liabilities |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Fair value of our interest rate swaps, liability |  |  |  | 5,000,000 us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue / us-gaap_BalanceSheetLocationAxis = us-gaap_OtherNoncurrentLiabilitiesMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Fair Value Hedge |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Fair value of hedges outstanding |  |  | 0 uhs_DerivativeAmountOutstanding / us-gaap_DerivativeInstrumentRiskAxis = uhs_FairValueHedgeMember | 0 uhs_DerivativeAmountOutstanding / us-gaap_DerivativeInstrumentRiskAxis = uhs_FairValueHedgeMember | 0 uhs_DerivativeAmountOutstanding / us-gaap_DerivativeInstrumentRiskAxis = uhs_FairValueHedgeMember
One Point Nine One Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Average fixed rate payable on interest rate swap | 1.91%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = uhs_OnePointNineOnePercentForwardStartingInterestRateSwapsMember |  |  |  |
One Point Three Two Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Maturity date of interest rate cash flow hedges | Dec. 01, 2012 |  |  |  |
Fixed rate payable on interest rate swap | 1.32%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = uhs_OnePointThreeTwoPercentForwardStartingInterestRateSwapsMember |  |  |  |
One Point Nine Six Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Maturity date of interest rate cash flow hedges | Dec. 01, 2013 |  |  |  |
Fixed rate payable on interest rate swap | 1.96%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = uhs_OnePointNineSixPercentForwardStartingInterestRateSwapsMember |  |  |  |
Two Point Five Zero Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Maturity date of interest rate cash flow hedges | Dec. 01, 2014 |  |  |  |
Fixed rate payable on interest rate swap | 2.50%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = uhs_TwoPointFiveZeroPercentForwardStartingInterestRateSwapsMember |  |  |  |
Cash Flow Hedging | Interest Rate Cap from December Twenty Eleven to December Twenty Twelve |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | 450,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_InterestRateCapFromDecemberTwentyElevenToDecemberTwentyTwelveMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash Flow Hedging | Interest Rate Cap from December Twenty Twelve to December Twenty Thirteen |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | 400,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_InterestRateCapFromDecemberTwentyTwelveToDecemberTwentyThirteenMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash Flow Hedging | Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | 425,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_ForwardStartingInterestRateSwapsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash Flow Hedging | Two Point Three Eight Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges |  | 600,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_TwoPointThreeEightPercentForwardStartingInterestRateSwapsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Cash Flow Hedging | One Point Nine One Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | 225,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_OnePointNineOnePercentForwardStartingInterestRateSwapsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash Flow Hedging | One Point Three Two Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | 75,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_OnePointThreeTwoPercentForwardStartingInterestRateSwapsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash Flow Hedging | One Point Nine Six Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | 25,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_OnePointNineSixPercentForwardStartingInterestRateSwapsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash Flow Hedging | Two Point Five Zero Percent Forward Starting Interest Rate Swaps |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Notional amount of interest rate cash flow hedges | $ 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = uhs_TwoPointFiveZeroPercentForwardStartingInterestRateSwapsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Derivative Amount Outstanding + References No definition available. + Details
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- Definition Number of additional forward starting interest rate swaps. + References No definition available. + Details
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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract. + References No definition available. + Details
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- Definition The premium (cost) of a hedge, expensed during the period. + References No definition available. + Details
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- Definition Fixed interest rate related to the interest rate derivative. + References No definition available. + Details
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- Definition Date the derivative contract matures, in CCYY-MM-DD format. + References No definition available. + 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 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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- Details
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