Is it better to hash individual parts instead of hashing hashes of the individual part?

Question

I have several byte arrays from which I have to calculate the SHA hash. Something like this:

(b1, b2, ..., bn) -> SHA hash

If I know instead hash the individual byte arrays and then calculate the SHA hash from this, does this have the same "security", or chance of a collision?

b1 -> H1,
b2 -> H2
(H1, H2) -> Final Hash

Or simpler asked: Which method is "better"? **

** I'm not sure how a should formulate this question (-: