Woody based shrubs like hydrangeas do not react to hard frosts or freezes like herbaceous (dieback) perennials do. Cutting back in late fall or after a freeze can often cause greater damage to the plant than leaving it alone to deal with winter. Wait until spring and signs of new growth to do any pruning or cutting back and then only to remove what is obviously dead.

The National Weather Service defines frosts and freezes as follows: a frost occurs when air temperatures drop to 33-36F, a freeze or hard frost when temperatures are 29-32F and a hard freeze when air temperatures are 28F or colder 6' above the ground.