I'm surprised no-one has brought up the obvious - let it go to voice mail. If "he" doesn't leave a message, well, you can't answer what wasn't asked.
It's your off-hours - there's no requirement for you to even have your phone on hand. Maybe you're at the movies. Maybe you're at the pool. Maybe you're in the middle of sexy-times. Get back to him when it's convenient for you.
If he needs a status update, that should happen during work hours. If he's expecting a status update and you're not providing it, that's a conversation that should also be happening during off hours.
Now, reality time - I don't get the impression that you're in a position that you can manage your manager by sitting them down and saying "dude, why are you calling me off-hours?". So, sending your boss a quick status update email at the end of the day might be a good thing to try in case that's all he's after. Another would be to proactively book a weekly meeting with him to give the update. If the problem is simply that the boss needs to touch base with you but is having some time-management issues, this might be enough.
The alternative is that your boss might be one of those types that just likes having his employees at beck and call when a thought occurs to him (I used to have one). Forcing a delay between his call and your returning it lets you control the timing (if you've got five free minutes before dinner, call him back immediately; if you're about to go into a movie, hey it can wait two hours) and discourages the habit (since he's calling you when it's convenient for him, getting calls back at inconvenient times for him makes it less desirable).
Now hopefully it's not this bad for you, but since it was for me I'm going to bring it up just in case: until you know for sure what kind of boss you have, make sure you're only calling him back from numbers he already has. I had a boss who obsessively collected any number I called him from, so when I didn't answer the cell, then ten seconds later the house phone was ringing... and a minute later my wife's cell was ringing. It gets a bit nightmarish.