"Fuck off." - Damon to Dave.
Damon Macready is the father of Hit-Girl, and is the costumed vigilante known as Big Daddy.
After Dave was rescued from a group of violent miscreants by a prepubescent girl, the girl jumped from rooftop to rooftop until she met up with an older man named Big Daddy. The duo then escaped the confused teen.
After rescuing a cat from a burning building and gaining public fame, Dave was once again greeted by the mysterious duo. The two then revealed their origin story: Big Daddy was told to be an exceptional police officer whose wife was murdered after his refusal to accept bribes. He then escaped with his daughter and sought vengeance, training his daughter into becoming a stealthy assassin.
The duo then blackmailed Dave into joining them in their quest to take down the sinister crime boss John Genovese. Should he refuse, his identity would be exposed to the world. They gave him the location of their headquarters and ran off into the night.
With no choice, Dave entered their hideout along with fellow superhero Red Mist and found Genovese and his gangsters surrounding a weeping Hit-Girl and a mortally wounded Big Daddy. Red Mist then reveals himself to be Genovese's son, and holds Dave at gunpoint. Hit-Girl is then seemingly killed by one of Genovese's men after having been repeatedly shot and thrown out a window.
As Dave was being brutally tortured by Genovese's men, Damon revealed himself not to be a vengeful ex-cop, but an accountant who had a wife who hated him and a life he hated. He desired to be something more, taking his daughter along with him on that path, and, by targeting Genovese, he and his daughter would have a villain to take out. He also revealed that his finances were taken care of by selling some of his prized and rare collection of comic books.
Damon's life then ended after being shot through the head by one of Genovese's men.