Check! it! out!
https://appstore.home.mendix.com/link/app/56/Mendix/HTML/-JavaScript-Snippet
You could use a button widget and have it rendered as a hyperlink.
https://docs.mendix.com/refguide/button-widgets
If all else fails, you can always just build a string and render it as html :)
https://appstore.home.mendix.com/link/app/1426/