Rorschach is clearly portrayed as a hero, despite his issues and his crazy-right views. He is the one that stays to his morals and is martyred in the end.
Maybe Alan did not intend to do that but the book just does that.
Rorschach (and actually a lot of villains) fit the form of a hero. He works alone, is driven by his beliefs and is willing to sacrifice himself for his cause.
The only way to separate him (and other villains) from heroes is by judgment of his actions morally. If you agree with his morals, then he’s a hero. If not, then he’s a villain with good PR.
Joker funny enough has been recently portrayed as almost as an anti hero. In the latest movie, he’s delusional and violent but has a large following because he’s acting “for us”. Even when he kills an innocent TV host, he is portrayed as releasing all the stress we feel at seeing talking heads on TV jeering at people. The movie underlines that Joker is morally wrong, but nihilism is seductive and if you agree with it then Joker is a hero too.
In the context of Watchmen, he isn't the only character who fits the description.