No we don't have any historical sources or archeological evidence. But why would we expect to have them? He was just an average, albeit radical, Jewish preacher who got himself in trouble with the authorities and only much later did he become significant.
I look at it using Occam's Razor: is it more likely that early Christian writers mythologized a real person after the fact, or that they made one up whole cloth? I go with the former.
And why not? We know for a fact that singular people have started all kinds of movements and religions throughout history. And when you strip away the fantastical elements of the story, it's really not unbelievable. A preacher is teaching radical things, enough that he gets in trouble with Jewish and/or Roman authorities and is eventually executed for it. His followers take his message, filter it, and spread it, and it catches on.
