Hybrid energy storage systems (HESSs) with batteries and supercapacitors (SCs) provide an effective solution to compensate fluctuations of renewable resources and fast loads in DC microgrid. This paper proposes a distributed power management strategy for HESSs. In primary level, a virtual resistance/capacitance droop control strategy is implemented to achieve decentralized low- and high-frequency power sharing of batteries and supercapacitors (SCs). Then a distributed finite-time secondary control strategy is proposed to address the issues of DC bus deviation, state-of-charge (SoC) balancing of batteries and SoC recovery of SCs. With the proposed finite-time controller, DC bus voltage is restored to the nominal value and SoC balancing of batteries is achieved in finite time with information from neighbouring batteries; SoCs of SCs are restored to their initial values autonomously. The proposed power management strategy only requires limited communication among batteries and does not require communication among SCs. Simulations are conducted to verify the effectiveness of the proposed method.