Self-management is one of the most popular research topics in network and systems management. Little is known, however, regarding the costs, in particular with respect to performance, of self-management solutions. The goal of this paper is therefore to analyze such hidden performance costs. Our analysis will be performed within the context of a specific example, namely automatically moving elephant flows from the routed IP layer to optical light-paths (lambdas) in hybrid networks. The advantage of moving elephant flows to light-paths is that such flows will experience lower delays, lower jitter and lower loss, thus better Quality of Service (QoS), while reducing the load at the IP-level, which means that the remaining flows will also experience better QoS. The lower delay at the optical level may cause temporary reordering of packets, however, since the first packet over the light-path may arrive at the receiver side before the last routed IP packet has arrived. Such reordering may lead to short but severe performance problems at the TCP level. We systematically analyze under which conditions such TCP performance problems occur, and how severe these problems are. Although our conclusions are specific to self-management of hybrid networks, it demonstrates by means of an example that self-management solutions may also introduce new problems, which must further be investigated before conclusions can be drawn regarding the pros and cons of self-management.