Goal-shy Danes head home leaving Hjulmand with questions to answer
While they often look like world-beaters in qualifying, the Danes have now played seven games in a row at major tournaments - the Qatar World Cup and Euro 2024 - without winning any of them, scoring a mere three goals in the process.
"I am irritated, I should have scored," striker Rasmus Hojlund said after his side's loss to Germany. "I take that responsibility 100% on my shoulders, even if I am young and it's my first finals."
Brave and mature as that may sound, the responsibility is not his to bear.
Denmark's problems go a lot deeper than some bad finishing by a raw 21-year-old. The fact that they have come to rely so much on him is a huge part of the problem, but there is no-one else.
Neither Yussuf Poulsen, Jonas Wind nor Kasper Dolberg are the kind of prolific scorers that every national team needs, and of the top 25 goalscorers in Danish history, only playmaker Christian Eriksen is still currently active.
At 32, Eriksen still has the vision and passing range that have made him one of his nation's greats, but he no longer glides around the field with the same speed and energy as he did in the past; accommodating him requires sacrifices, and coach Kasper Hjulmand has yet to solve that puzzle.
To his credit, Hjulmand has tried to change his tactics to make the most of the resources available to him, but while his team regained its defensive solidity in Germany, it was at the expense of creativity.
Playing three centre backs and two wing backs robbed the Danes of the opportunity to field pacy, skilful wingers such as Andreas Skov Olsen, and when he was introduced he was shoe-horned into a system that did nothing to make the most of his talents.
Ultimately though, it is the lack of a reliable striker that is currently weighing the Danes down - having a predatory finisher up front who demands constant attention remains essential in modern international football.
Hojlund may in time prove to be that striker, but for now Hjulmand heads home to face questions about his future knowing that the puzzle remains unsolved, and a lack of goals has cost Denmark once again.