All lavenders are perennials, but some are more winter hardy than others. English lavenders L. angustifolia such as the "Hidcote" variety you have are more tolerant of winter cold.
Yes, all lavender is perennial. However, it is a somewhat tender perennial and not necessarily cold hardy where you are. What cold hardiness zone are you in? It looks like Michigan covers zones 3 - 6. Your Hidcote is rated down to zone 5. If you are in zone 5, it can stay out with lots of winter protection. If you are anywhere colder than that, you will need to grow your lavender in a container and bring it in for the winter.
Good luck! I love lavender. I have pretty much and started more from seed this year, Lavender Lady this time.