The webserver will do normal logging and store your IP-address, User-Agent and which page you requested. It will also log which page you came from, if your browser is sending that. The logs are used by me in order to see visitor counts, where my visitors come from and to block abusive bots from hammering the site. I will never share or sell this data and logs are automatically purged after 31 days.
With that said, the site is hosted inside a docker-container on a VM at Contabo, so they technically hold the data.