The method that Jugal has suggested is correct - I've done this in the past in reports I've written with SSRS Report Builder and it works great.
You just need to make sure that you've got the contact record's guid as part of the report. Once you've got this extracted, you can build a hyperlink to take this into account. As it's a Contact record, it should be along the lines of:
https://orgnisation.domain.com/main.aspx?etn=contact&pagetype=entityrecord&id=%7B" & Fields!theGuid.Value & "%7D"
where 'Fields!theGuid.Value' is the contactId field from the database.