Thanks for posting your question here, I’ll be happy to help. For some background, the hub itself maintains power whenever it is plugged in to AC power. This means that any devices connected to is will have access to the 5 Volt lines if they choose to use it.
The hub doesn’t control the power states of the devices that are connected to it but it does pass the power state information from the computer to the device. What this means is different for each device and operating system.
If the Operating System can sleep the device, then it should work through the hub. In the case of hard drives, try ejecting them drive before shutting down the system. This should cause the drives to sleep.
Let me know how it goes, and if you are still having the issue with the drives not sleeping let me know some more details about your setup. Send over the operating system and version details, the make and model of your computer and the make and model of devices you are having trouble with and we’ll do our best to get this figured out.