I am being repeatedly bullied by a colleague at work

I am being repeatedly bullied by a colleague at work and despite numerous attempts to get help from my supervisors, nothing has been done. I have also been bullied by my supervisors (lying to me - giving preferential treatment to others - giving me more work - not helped when I became head of a department, etc). Is it worth trying to claim compensation? How do I go about it? This has had a serious effect on my mental health and well-being.