Definitely nothing in the tank he could have got caught on?
What are your parameters? (Ammonia, nitrite, nitrate?)
He could well have done it to himself (fin nipping). Bettas are known to do this when either the tail gets too heavy, or they're stressed.
Considering you just got him, it could be the latter.
How long was he in the bag for from store tank to home tank?
How did you acclimate him?