I have a well insulated but older house. If it's 8 degrees outside overnight and it's 21 degrees inside at 10pm it usually drops to around 18 degrees by 6am. That's pretty good for an older house, I think.
If we leave the heat pump on the it runs slowly, in economy mode, where it's most efficient. The air and all the contents of the house stay warm - we're not just heating the air remember, the furniture, walls, etc all have to be heated.
If we turn it off everything cools down a bit, and when we get in (or on a timer just before) it runs at higher power, less efficiently, to warm the place up again.