Henry regularly finds himself in a random location, totally naked, with no idea where or when he is. He has developed a set of skills for coping with this awkward and dangerous situation, which include running, housebreaking, picking locks, picking pockets, lying and if neccessary, mugging people and beating them up. He doesn't worry much about wrong or right, as far as he's concerned it's a question of survival, pure and simple.
He seems to think that since the laws of time and space don't apply to him the same way they do to other people, society's laws don't (or shouldn't) apply to him either. It isn't only survival--he uses his ability to time travel in order to win the lottery, and occasionally to manipulate people. Is it insider trading when he gives Kimy and Gomez stock tips? He claims to want to live a "normal life" and not affect the future, but he's inconsistent about it. He is willing to use the oddities of time travel to help himself and the people he loves, and he enjoys it when his sudden disappearances rescue him from the consequences of his actions.
Does the danger and inconvenience of time travel justify his actions? Is it analogous to reserved parking spaces for the physically handicapped, or allowing disabled students longer to take a test, for example? Is this an appropriate form of compensation for the problems his time-travel causes?