In my opinion, Hydroxycut is just a fancy advertisement for a Caffeine stack. If you look at their ingredients, each pill mostly contains Caffeine, and Herbal extract(to make it seem more fancy- It’s really another form of caffeine). (Make sure you do not have any heart problems if taking hydroxycut).
Have you tried taking Multi Vitamins? and Exercising regularly?
As Adun have suggested, sleep apnea can be the reason with conjunction with depression. You’re mind is in a wonder state and you are not getting enough “REM” Sleep.
As far as trying to treat depression, many people have found exercising to be their way to treat their depression. I am not sure about why you are depressed, but exercising have many positive outcomes such as better endurance, better mind state of focus-ness, and latter a better body(which helps for boost of confidence).