The norm from an SEO perspective is to link to content that has relevant information that serves to expand on the topic on which you are writing. This also improves user experience because your readers can read more about a specific subject on the external source you are linking to.
Obviously, whilst you want to provide maximum information to your readers and widen their knowledge, you also want to make the most out of Google's approval to pass SEO juice from one website to another. In this case, the proper answer to your question revolves around the following, which you need to figure out first:
1) The source that has better PageRank; is it Hubpages.com or your personal blog?
2) The source that you're looking to promote; is it your Hubpages blog or your personal blog?
It is very much likely that your blog has less PageRank than Hubpages.com (otherwise you might not be here asking), so then, Hubpages wins for the first part. I am also assuming here that you'd rather promote your blog over your Hubpages account, because then, you'll have much more freedom on your blog when it grows to manipulate your revenue and content than on Hubpages.
There's also a need to indicate that HubPages articles are more likely to be indexed faster by search engines and have more pageviews than normal blog articles... and that is all due to the authority of Hubpages in search engine rankings.
As a result, it makes sense to link from Hubpages to your blog to:
1) Pass some SEO juice to your blog
2) Direct your Hubpages traffic to your blog.
But keep in mind that you should not overdo the cross-linking. Simply locate a key part of your Hubpages article, and link a part of it to your blog in a way that your Hubpages readers will be tempted to at least open your personal blog's link in another browser tab. And, of course, choose good anchor texts to link to your blog; preferably, select anchor texts that are actually targeted keywords.
Hope I helped!