If $m$ is a power of $2$, then $\mathrm H_m$ can be built recursively using the Sylvester construction
$$\mathrm H_{2k} = \begin{bmatrix} \mathrm H_k & \mathrm H_k\\ \mathrm H_k & -\mathrm H_k\end{bmatrix} \qquad \qquad \qquad \mathrm H_{2} = \begin{bmatrix} 1 & 1\\ 1 & -1\end{bmatrix}$$$$\mathrm H_{2k} = \begin{bmatrix} \mathrm H_k & \mathrm H_k\\ \mathrm H_k & -\mathrm H_k\end{bmatrix} \qquad \qquad \qquad \mathrm H_1 = 1$$