In which state should I file if I received unemployment from one state, and moved to another state and worked there?

I was living and working in Hawaii in 2021. I lost my job, and I filed for and received unemployment from Hawaii. In Apr 2021 I moved to Colorado and started to work there.  

I have a 1099-G from Hawaii and W2 from CO. Do I have to file a state tax return with Hawaii or CO or do have to file a two states tax return like a part-year resident?