Could be that you're really unlucky...
More likely, smoking all day, every day? Yeah, your shit's going to get raw. Second, you are either smoking "mids" or you have the tolerance of Ja. If it's the first, than it follows that adding hash (mostly pure THC) will cause you to have a bad day. If it's the second, check out HOW you inhale, when you inhale. Could be the throat and stomach part...
More depressed? Or depressed? Is this just "shit, that was a good high but now I'm outta hash" depressed, or a "fuck me, I'm high and I'm still thinking 'up the road, not across the street'" depressed? If it's the latter ... STOP SMOKING HASH, the THC content may be a factor, you may be getting dirty hash, or you may just be very sensitive to the cannabinoid spikes. If it's the prior, I recommend Afghan land race for your hash making... Rich creamy dark taste, heavy, almost narcotic, high.
Like everything though, same advice as my kid got "If it hurts, than why the fuck you keep doing it?"