"I am really bored."
Because inactivity isn't regarded as a positive in Japan. Thus ひま is used with the implication of too much free time (i.e. being bored).「わたしはとてもひまです」 is like saying "I have absolutely nothing to do".
退屈 is "boring" in the sense of "tedious/dull/uninteresting" and used to describe something/someone, rather than your own state of mind.
I understand how it means "bored", and I don't think it's wrong to define "hima" as "bored" with the appropriate context, but I think translating "bored" as "hima" gives beginning learners the wrong impression of the word. Being "hima" is not always negative like "bored" is.