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Interest Rate Contracts (Details) (USD $) | 0 Months Ended | 12 Months Ended | 0 Months Ended | 12 Months Ended | 0 Months Ended |  |
--- | --- | --- | --- | --- | --- | --- | ---
Aug. 22, 2013 | Feb. 11, 2011 | Dec. 31, 2013 | Jul. 31, 2013 | Dec. 31, 2014 | Jul. 31, 2013 | Jan. 11, 2012 | Mar. 16, 2011
Derivative |  |  |  |  |  |  |  |
Outstanding |  |  | $ 882,988,000 us-gaap_DebtInstrumentCarryingAmount |  | $ 915,003,000 us-gaap_DebtInstrumentCarryingAmount |  |  |
Interest rate cap |  |  |  |  |  |  | 2.00%us-gaap_DerivativeCapInterestRate |
Notional Amount |  |  |  |  |  |  | 42,000,000 invest_DerivativeNotionalAmount |
Derivative assets, disclosed as “Interest rate contracts” |  |  | 192,000 us-gaap_DerivativeAssets |  | 3,000 us-gaap_DerivativeAssets |  |  |
Sunset Gower Sunset Bronson |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Term of loan |  | 5 years |  |  |  |  |  |
Outstanding | 97,000,000 us-gaap_DebtInstrumentCarryingAmount / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember | 92,000,000 us-gaap_DebtInstrumentCarryingAmount / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember | 97,000,000 us-gaap_DebtInstrumentCarryingAmount / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember |  |  |  |  |
Basis spread on variable rate | 2.25%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1 / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember |  | 3.50%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1 / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember |  |  |  |  |
Interest rate cap |  |  |  |  |  |  |  | 3.715%us-gaap_DerivativeCapInterestRate / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember
Notional Amount |  |  |  |  |  |  |  | 50,000,000 invest_DerivativeNotionalAmount / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember
Sunset Gower Sunset Bronson | One-Month LIBOR |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Basis spread on variable rate |  | 3.50%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1 / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember / us-gaap_VariableRateAxis = hpp_OneMonthLondonInterbankOfferedRateLiborMember |  |  |  |  |  |
Met Park North |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Term of loan |  |  |  | 7 years |  |  |  |
Outstanding |  |  | 64,500,000 us-gaap_DebtInstrumentCarryingAmount / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember | 64,500,000 us-gaap_DebtInstrumentCarryingAmount / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember |  | 64,500,000 us-gaap_DebtInstrumentCarryingAmount / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember |  |
Basis spread on variable rate |  |  |  |  | 1.55%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1 / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember |  |  |
Met Park North | One-Month LIBOR |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Basis spread on variable rate |  |  |  |  |  | 1.55%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1 / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember / us-gaap_VariableRateAxis = hpp_OneMonthLondonInterbankOfferedRateLiborMember |  |
Interest Rate Swaps |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Notional Amount |  |  |  |  | 64,500,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  |
Fair value of interest rate swap |  |  |  |  | 1,750,000 us-gaap_InterestRateDerivativeLiabilitiesAtFairValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |  |
Interest Rate Swaps | Met Park North | One-Month LIBOR |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Interest rate cap |  |  |  | 2.1644%us-gaap_DerivativeCapInterestRate / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_VariableRateAxis = hpp_OneMonthLondonInterbankOfferedRateLiborMember |  | 2.1644%us-gaap_DerivativeCapInterestRate / us-gaap_DebtInstrumentAxis = hpp_MetParkNorthMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_VariableRateAxis = hpp_OneMonthLondonInterbankOfferedRateLiborMember |  |
Interest Rate Caps |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Notional Amount |  |  |  |  | 92,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember |  |  |
Derivative assets, disclosed as “Interest rate contracts” |  |  | 192,000 us-gaap_DerivativeAssets / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember |  | 3,000 us-gaap_DerivativeAssets / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember |  |  |
Interest Rate Caps | Sunset Gower Sunset Bronson |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Notional Amount |  |  |  |  |  |  | $ 42,000,000 invest_DerivativeNotionalAmount / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember | $ 50,000,000 invest_DerivativeNotionalAmount / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember
Interest Rate Caps | Sunset Gower Sunset Bronson | One-Month LIBOR |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |
Interest rate cap |  |  |  |  |  |  | 2.00%us-gaap_DerivativeCapInterestRate / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember / us-gaap_VariableRateAxis = hpp_OneMonthLondonInterbankOfferedRateLiborMember | 3.715%us-gaap_DerivativeCapInterestRate / us-gaap_DebtInstrumentAxis = hpp_SunsetGowerSunsetBronsonMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateCapMember / us-gaap_VariableRateAxis = hpp_OneMonthLondonInterbankOfferedRateLiborMember

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- 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 Percentage points added to the reference rate to compute the variable rate on the debt instrument. + References No definition available. + Details
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- Definition Amount of long-term debt before deduction of unamortized discount or premium. Includes, but is not limited to, notes payable, bonds payable, commercial loans, mortgage loans, convertible debt, subordinated debt and other types of debt, with initial maturities beyond one year or the normal operating cycle, if longer. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 20 -Article 5 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 22 -Article 5 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.22) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 03 -Paragraph 16 -Article 9 + Details
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- Definition Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13433-108611 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13495-108611 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=20225523&loc=SL20225862-175312 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=28370219&loc=SL20226008-175313 + Details
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- Definition Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=28364263&loc=d3e13433-108611 + Details
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