.. well, it's better than total disbelief, he guesses.

But that's a very low bar to clear, and Bigby lets out a sigh as he mentally chews on those words for a moment.

"Right. I guess it doesn't really matter if you believe me or not." After all, Rorschach was the one apparently so curious as to the skeletons in his closet. If he won't believe Bigby when the other is opening said closet for him, that's the other man's problem, not Bigby's own. He's not going to pull out his partial transformation here like it's some parlor trick.

"You'll find out sooner or later that I'm telling the truth anyway."