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Depression is a serious mood disorder that is under-recognized and under-treated. Recent advances in mobile/wearable technology and ML (machine learning) have provided opportunities to detect the depressed moods of participants in their daily lives with their consent. To support high-accuracy, ubiquitous detection of depressed mood, we propose HADD, which provides new capabilities. First, HADD supports multimodal data analysis in order to enhance the accuracy of ubiquitous depressed mood detection by analyzing not only objective sensor data, but also subjective EMA (ecological momentary assessment) data collected by using mobile devices. In addition, HADD improves upon the accuracy of state-of-the-art ML algorithms for depressed mood detection via effective feature selection, data augmentation, and two-stage outlier detection. In our evaluation, HADD significantly enhanced the accuracy of a comprehensive set of ML models for depressed mood detection.