Superconducting diodes are a recently-discovered quantum analog of classical diodes. The superconducting diode effect relies on the breaking of both time-reversal and inversion symmetry. As a result, the critical current of a superconductor can become dependent on the direction of the applied current. The combination of these ingredients naturally occurs in proximitized semiconductors under a magnetic field, which is also predicted to give rise to exotic physics such as topological superconductivity. In this work, we use InSb nanowires proximitized by Al to investigate the superconducting diode effect. Through shadow-wall lithography, we create short Josephson junctions with gate control of both the semiconducting weak link as well as the proximitized leads. When the magnetic field is applied perpendicular to the nanowire axis, the superconducting diode effect depends on the out-of-plane angle. In particular, it is strongest along a specific angle which we interpret as the direction of the spin-orbit field in the proximitized leads. Moreover, the electrostatic gates can be used to drastically alter this effect and even completely suppress it. Finally, we also observe a significant gate-tunable diode effect when the magnetic field is applied parallel to the nanowire axis. Due to the considerable degree of control via electrostatic gating, the semiconductor-superconductor hybrid Josephson diode emerges as a promising element for innovative superconducting circuits and computation devices.