His name is actually Daimon Hellstrom.
He grew up in Massachusetts, relatively normally until:
His father was revealed to be Satan;
His mother onset psychosis and was sent to a mental institution;
His sister loved the idea of being daughter of the devil.
Hellstrom clung to his humanity and grew up in a Jesuit orphanage, never hearing from his birth family. He went on to become a professor of anthropology and occult investigator.
There have been many takes on Hellstorm, some comical and overstated, but many surprisingly subtle and terrifying. My favorite story arc started in issue #11 above, written by Warren Ellis. The plot involved Hellstrom finally being visited by his birth father and given a tour of hell in an attempt to woo him with power. A (eventually related) subplot involved a serial killer who was killing magicians (as in majik, not stage magic), skinning them, and wearing their skin as armor against occult forces. It also prominently featured demon hunter Gabriel Rosetti.
It was flat-out great; even if measured against horror novels, it stood its own. And it had such great lines in it– to this day I can remember Satan telling Hellstrom the following:
Here, serial murderers rut with succubi, while sinless accountants, whose only passion was for numbers, hang by fishhooks through their eyeballs for all eternity.
Of course hell isn’t fair.
That’s why it’s hell.
I typed that from memory.