Comment by Gnewt

It depends on your threat model. If you want anonymity, you'll have to take further steps. Self-hosting on a VPS that's linked to you protects you only from your ISP, which is enough if you're concerned about your ISP selling your traffic data. Of course, you'll need to trust your VPS' outbound ISP... but I think it's fairly reasonable to assume that consumer ISPs are more likely to sell your data than larger providers.