Underscore s (_s) theme and bandwidth

I created a custom theming using _s and really enjoyed the process, however I noticed my bandwidth was going through the roof. So much that I can’t use that theme anymore. Over 90% of bandwidth was coming from the site itself (technically it was the reverse proxy on my host, but I only vaguely understand that component).

I was wondering if anyone else has experienced this or could shed some light on it.