Any training responses must be IMMEDIATE otherwise they are ineffective. If you put him back in his hutch 5 seconds after he has weed on your bed he won't understand why you are putting him back in his hutch and will just be more confused/frustrated and just as likely to mark your bed the next time he comes out again. If he's neutered then this will not necessarily remove all territorial behaviour. He is marking your bed and by your responses he has now 'learnt' a behaviour pattern that you need to now break. What he did yesterday he will continue to do today and tomorrow unless you break the pattern. Rabbits learn by association and once a behaviour is ingrained it is hard to break. Ideally you need to catch him BEFORE he pees - when he is raising his tail and backing up to do it....males are quite easy to spot....at this point you need to intercept, clap you hands, say 'no, and herd or lift him into a litter tray with a pot of treats (raisins for example) at the ready. It would be worth having a litter tray in the room beside the bed in a corner. The second he does his wee in the tray you need to reward him.
The only way to teach this reliably is to begin with only allow supervised access to your room/bed where he pees, this way you can watch him like a hawk. If you miss it, don't respond. Bunnies thrive on negative attention as much as positive attention sometimes - he'll be looking for a reaction.
Give him lots of opportunity to get it right and avoid scolding him when he gets it wrong. Good luck