It depends exactly where the hotel is as to which is quicker. I see there are a few Club Quarters in London.
If it is in the Paddington area then the HEX will be quicker (at closer to 25 mins than 15) but anywhere more central then the tube will likely be quicker - especially if you have to add in a change from train to tube at Paddington.
You can use the TFL website to get options -
www.tfl.gov.uk
If you let us know which CQ you are staying in you'll get more specific advice.