Perhaps the water used to calibrate the hydrometer wasn't clean? Or perhaps the temperature of the water used to calibrate wasn't the same as the beer that was measured? Kai's method of testing is a good way to check it. AJ's right that there could be a few points of variance from stratification. Can you check the beer with a refractometer as well. With a final hydrometer and refractometer measurement the ABV and OG can be estimated. That might give you some confidence on your OG reading.