Your HVAC system may be running perfectly, but it isn’t going to keep your home warm if heated air can get out and cold air can come in. Check to make sure that your walls are properly insulated.
Two areas that often contribute to heat loss are windows and doorways. Check that your window frames are properly sealed and that air doesn’t leak in or out around your doorway. You may also wish to upgrade to double-paned windows to help keep the heat in.
Other areas that are often forgotten are the corners of your home, the baseboards and electrical sockets. These locations may also have gaps that need to be properly sealed to keep your home warm.