UNDP has prepared the Human Development Report since 1990. Each year the report focuses on a different aspect of human development. As part of the report UNDP provides time series data on the Human Development Index as well as for related multi-sectoral data at http://hdr.undp.org/en/data. Select "Data" in the top menu to get access to data and analysis. The page provides a drop down list of available data for the constituent parts of the index. When the selection is made, a graph is drawn and the data can be downloaded. The data will require considerable reformatting if it is to be used to link to non-UNDP data or to be included in a GIS map. General information on formatting issues is available under "Data Issues" here.
The UNDP also prepares regional and country Human development reports which are available from the same location. It is also possible to download the statistical tables from the latest report as a PDF file, this file usually contains historical as well as current data. The report is available in many languages and hard copies can be purchased online. The download is available at http://www.hdr.undp.org/sites/default/files/2018_human_development_statistical_update.pdf