Let $S$ be a subset of $\mathbb R^d$. Let $H^k$ be the $k$-dimensional Hausdorff measure and $\dim_H (S)$ the Hausdorff dimension of $S$, i.e., $$ \dim_H (S) := \inf \{k \in [0, +\infty) \mid H^k (S) = 0\}. $$
Could you elaborate on the proof or provide a reference of below theorem?
Theorem: If $S$ is convex, then $\dim_H (\partial S) \le d-1$.
HINT:
Reduce to $S$ convex and compact ( approximate $S$ by intersecting with larger and larger cubes)
For $S$ convex and compact, surround it with a sphere $S_1$. Now the map $S_1\to \partial S$, $x\mapsto $ closest point in $S$ to $x$ is Lipschitz with constant $1$ and surjective ( I have an answer on this site for this)
Reduce to the case $S$ is a ball, so $\partial S$ is a sphere. Now $\partial S$ is a smooth compact manifold of dimension $n-1$, so the Hausdorff dimension of it is exactly $n-1$.
Obs: In fact the Hausdorff dimension of $\partial S$ equals $n-1$ for any convex compact $S$ in $\mathbb{R}^n$ with non-void interior. Simply reverse the argument with the closest point, with a ball inside of $S$.