Okay, so Claire was already alive in this future. Which means one of two things happened when Future!Hiro went back in time to the subway.
1) She died in the original timeline, killed by Sylar at Homecoming. No-one knew, no-one stopped it happening. Sylar took her powers, (probably) took RadioacTed's powers and blew up New York. Hiro tried to stop him by killing him, but Sylar regenerated and blew up anyhow.
Future!Hiro was desperate to stop this and worked out that Claire was the key to Sylar's powers surviving, and traveled back to get Peter to stop it from happening. This DID change the timeline, and Claire lived. Bennett hid her, Peter then blew up New York and the rest of this episode falls into place.
2) Nothing changed. Because of the warning from Future!Hiro, Claire survived and Bennett hid her anyway. Future!Hiro never realised that she survived, or that it was Peter who blew up New York. He traveled back anyway to change it, but everything happened the way it was supposed to anyhow.
So, after twenty episodes, I'm still not sure if Hiro's time travels can actually change anything major. He made minor changes to what happened to Charlie, but that all still happened more or less the same way.
But wow - amazing episode, and I really, really should have seen the Sylar reveal coming. Looks like Bennett in the future did turn over DL and Candace to the authorities, otherwise Sylar wouldn't have had their powers. Does explain another reason why Bennett wouldn't/couldn't help Hiro. And Future!Evil!Matt was excellent. Mohinder continues his looooong tradition of being fooled by evil people and not managing to go through an episode without mentioning his father.