why is imperfect convergence a problem for a short hedger? i don't really see a problem for the hedger if the futures n spot prices don't match at the future's maturity, especially if these prices were different when the hedger entered the futures contract in the first place.

in fact, if the futures n spot prices were different at time 0, and they converged at the time of maturity, then that would result in an imperfect hedge because of the change in basis, correct?