Inspired by httpdiff and httpdiff.com (in combination with colordiff):
$ diff -u  <(curl -sI  http://nerdbynature.de) \
           <(curl -sIL http://nerdbynature.de/s9y/) | colordiff 
--- /dev/fd/63  2015-04-02 16:28:18.000000000 -0700
+++ /dev/fd/62  2015-04-02 16:28:18.000000000 -0700
@@ -1,6 +1,12 @@
-HTTP/1.1 301 Moved Permanently
+HTTP/1.1 200 OK
 Date: Thu, 02 Apr 2015 23:28:18 GMT
 Server: Apache
-Location: http://nerdbynature.de/s9y/
-Content-Type: text/html; charset=iso-8859-1
+X-Powered-By: PHP/5.4.38
+X-Session-Reinit: true
+X-Blog: Serendipity
+Cache-Control: private, pre-check=0, post-check=0, max-age=0
+Expires: 0
+Pragma: no-cache
+Set-Cookie: s9y_54ff07474dc18d0b1f7=e1; path=/
+Content-Type: text/html; charset=UTF-8