This graph shows the balance point for a very efficient, state-of-the-art Air to Water CCHP. This example also assumes a tight, well-insulated conventionally-constructed building envelope. In this example you would begin to need supplemental heat at around 15º.
The two variables of heat pump heating capacity—the red line in the graph, and building heat loss*—the blue line in the graph. This will determine the temperature at which your particular heat pump can no longer keep up with the demand for heat.
* (as measured by a heat loss calculation )