Denmark did not win a game in the group stage, so an exit at this stage of the tournament was not unexpected.
But that will not make the decisions that went against them on Saturday night any easier to take.
They thought they had gone in front just after half-time when Andersen scored, but the effort was eventually ruled out following a VAR check which showed Delaney was just offside before setting up the goal.
When play restarted, Germany immediately attacked and Raum’s cross brushed off the arm of Crystal Palace defender Andersen in the Danish box, leading to another VAR check and the award of the penalty which Kai Havertz converted.
In the post-match news conference, Hjulmand pointed to photographic evidence on his mobile phone that highlighted just how marginal the offside goal that denied them the opener was.
“I have a picture of one centimetre offside call, it is not possible,” he said. “You cannot call a one-centimetre call.”
For the handball decision, given 16 seconds after Anderson’s goal had been ruled out, Hjulmand added: “We have been told our defenders should not run around with their hands behind their back.
“It was 16 seconds that were the decisive moment in the match. When VAR is used like that it is just ridiculous.”
Pundits analysing the game afterwards agreed.
Former Premier League footballer Dion Dublin told BBC Sport: “To rule goals out for that, what are you supposed to do and the handball is even worse.”
Ex-Wales captain Ashley Williams said on the handball: “You have to do the arms behind the back, which is absolutely ridiculous because it hinders the art of defending.”
While former Manchester United skipper Roy Keane, told ITV: “I’m always critical of defenders coming out defending with their hands behind their back, but I see it. I feel for defenders.
“That’s not the game we grew up loving, these types of decisions. People wouldn’t be waking up tomorrow saying ‘why is that not a penalty?’
“I’m OK with the offside. Offside is offside. I go back to the handball and I just can’t see it as a penalty.”
New technology is being used at the Euros which allows officials to see clearly if the ball has brushed the arm of a player, similar to the snickometer used in cricket.