There's a bit old application, which is called
HelpMaker 7.1.4[
^] (by Vizacc.com - currently available at
https://helpmaker.informer.com[
^] ).
Use "Import" command under "File" menu to import .hlp file. When application finishes import, select main node under "Projects" node in the left pane and you'll see several bookmarks on the right pane. In "Project" bookmark, you'll find an option to compile your help file into .chm.
Good luck!