Without a supporting context OP's statement (the original pre-edit version) isn't valid English. There has to be some contextually-supplied alternative time that closer references, such as...
1: Although she said she'd be out for an hour, Mrs. Calder returned in closer to forty minutes.
That's to say, the time that passed before she returned was nearer to forty minutes than an hour.
In the absence of a second value to justify the comparative form, you'd have to say...
2: Mrs. Calder returned in close to forty minutes.
Note that when close is used in this way there's usually an implied comparative anyway - depending on context it normally means one or the other of nearly, but not quite (a bit less), or just over (a bit more). Where the intended sense is a bit more or a bit less we'd usually use about. Thus...
3: Mrs. Calder charges close to £100 an hour (she might charge £95, but not £101)
4: Mrs. Calder earns about £100 an hour (she might charge £100, or a bit more, or a bit less)
5: Mrs. Calder's diet is great! She's close to her target weight of 10st. (but still a bit more, not less).
EDIT: Following OP's edit, it's useful to note that the actual context specified an alternative time of 20 minutes rather than my suggested hour in example #1 above. Thus OP's example wouldn't really be appropriate if she came back after 41 minutes, just as mine isn't so good if she came back in 39 minutes.