There's really no good way to describe in English the way this name is pronounced. It does not sound anything like the word "He"I would say it's closer to the short oo sound in "book" than anything else.
Chinese linguistics can't be compared to English. The name isn't pronounced as "hee", although it may look like the masculine pronoun. It's more accurately said as 'huh', with a kind of dip in the voice.
I would say it's closer to the short oo sound in "book" than anything else.