What type of heat pump do you have? I have a ducted split system with a HSPF of 9.5, and I'm actually pretty disappointed with how it performs. In our new-ish, better-than-average insulated house, we've had some insane electrical bills over the last couple winters compared to the gas bills we had in previous years (prior to renovating).
Sometimes I wonder if the installer didn't really know what he was doing.