Yeah, creating a Docker container and setting up Caddy seems like a lot of work.
Netlify, Firebase Hosting, GitHub pages, etc, all make it super easy to host a static blog for free, require zero maintenance, and are all backed by global CDNs.
My blog setup uses Netlify to automatically build and deploy on a git push using the built in Hugo support.
Now of course, there is the argument of what "self-hosting" is. Does it just mean you own your domain name and content? Or does it mean you are actually running the server? If its the latter, then sure this is a valid solution, but if all you care about is owning your domain and content I'd use one of the static hosting providers.