Coping skills can take some time and practice to kick in and work well. Don't give up on it yet. And make sure to follow up with outpatient treatment too.
The hospital doesn't automatically change your life and your stressors. It just gives you some breathing space for a little while and a chance to regroup. When you go home, you are still dealing with the same stuff you were before, only hopefully with new tools.
As far as feeling the same as when you went into the hospital, are you suicidal or in danger of hurting yourself or someone else? If you are, then you need to go back to the hospital. If you are safe, then it may be okay to keep working on those coping skills, but make sure you do have support. You could ask if there is a partial hospitalization or intensive outpatient program available. Maybe you need a more gradual step down in level of care.