I used to do the exact same thing until I read that most hiring managers and recruiters actually print your resume off making your link un-clickable. Apparently, this is a big source of annoyance for hiring managers. Go figure.
If you are going to put a link in your resume, make sure it is the URL itself so the person viewing your printed resume can type it into their computer if they are interested.
This sounds a little antiquated I know, but that's how things are done today. I would wager that things are trending more towards hiring managers viewing digital resumes (even in the physical interview via tablets, etc.) However, the majority of them will still print your resume off, and you should be prepared for that.
If you want some additional help getting started Manager Tools has a fantastic Resume Workbook which helped me out immensely. My resume was a horrible mess before I updated it using their advice.