In this article we compare a variety of well known dynamical dark energy models using the cosmic microwave background measurements from the 2018 Planck legacy and 2015 Planck data releases, the baryon acoustic oscillations measurements and the local measurements of $H_0$ obtained by the SH0ES (Supernovae, $H_0$, for the Equation of State of Dark energy) collaboration analysing the Hubble Space Telescope data. We discuss the alleviation of $H_0$ tension, that is obtained at the price of a phantom-like dark energy equation of state. We perform a Bayesian evidence analysis to quantify the improvement of the fit, finding that all the dark energy models considered in this work are preferred against the $Lambda$CDM scenario. Finally, among all the possibilities analyzed, the CPL model is the best one in fitting the data and solving the $H_0$ tension at the same time. However, unfortunately, this dynamical dark energy solution is not supported by the baryon acoustic oscillations (BAO) data, and the tension is restored when BAO data are included for all the models.