Next Point-of-Interest (POI) recommendation task focuses on predicting the immediate next position a user would visit, thus providing appealing location advice. In light of this, graph neural networks (GNNs) based models have recently been emerging as breakthroughs for this task due to their ability to learn global user preferences and alleviate cold-start challenges. Nevertheless, most existing methods merely focus on the relations between POIs, neglecting the higher-order information including user trajectories and the collaborative relations among trajectories. In this paper, we propose the Spatio-Temporal HyperGraph Convolutional Network (STHGCN). This model leverages a hypergraph to capture the trajectory-grain information and learn from user's historical trajectories (intra-user) as well as collaborative trajectories from other users (inter-user). Furthermore, a novel hypergraph transformer is introduced to effectively combine the hypergraph structure encoding with spatio-temporal information. Extensive experiments on real-world datasets demonstrate that our model outperforms the existing state-of-the-art methods and further analysis confirms the effectiveness in alleviating cold-start issues and achieving improved performance for both short and long trajectories.