Pilot reported HSI failure after takeoff. The pilot consulted with Dispatch and asked ATC for vectors and performed an air turn back. After landing at departure airport; the pilot returned to parking and turned the aircraft over to maintenance.

Narrative

During my takeoff the heading indicator matched runway headings. However; on initial climb out the heading indicator function of the HSI failed shortly after takeoff. When I made my turn to a 240 heading the indicator gave an indication about 90 degrees off. There was no 'HDG FAIL' flag displayed when the indicator became unreliable. ATC gave me 2 different headings because I was turning off course trying to follow my heading indicator. I checked my magnetic compass and pinpointed the issue. I notified ATC that i was experiencing an issue with my heading indicator I attempted to disable the 'slave/sync' function and manually set the heading. That function was inoperative as well. I continued to climb on a heading assigned my ATC while consulting the MEL and contacting dispatch. Dispatch gave me permission to return and was sequenced back to ZZZ by ATC. I utilized the magnetic compass; Copilot HSI; and GPS to maintain situational awareness and came in on the visual for Runway XXR.ATC advised that I was off on heading and my heading indicator was not matching the magnetic compass. Malfunction HSI and internal magnetic compass that it slaved to. I contacted Dispatch and advised them of the issue. They gave me permission to do an air return. This is challenging because the heading matched the runway heading on takeoff. It processed dramatically and failed to display any 'flags' highlighting an issue. However; I will incorporate crosschecking the magnetic compass more often to verify the accuracy of my instruments.