Heat pumps (some) have electric resistance heat backup, also aux. heat. If your heat pump gets low on charge or it is extremely cold or you have a setback thermostat the auxilliary heat kicks in untl the thermostat is satisfied within a couple of degrees. I'd suspect your hp has lost some or all of it's charge and can't keep up. How did it cool this summer? If the heat pump is running constantly that could be your issue. Can you measure the temperature coming from the vents? A general rule of thumb is a 15 to 20 degree differential between the return and supply ducts.