Seems to me that it's more natural to say "Ayer fue caliente". Of course, we already that yesterday was day, we said is much in the word "yesterday".
Calor is a noun which really means 'heat'. El fuego produce calor = Fire produces heat.
Calurosa is the feminine form of the adjective 'caluroso' meaning 'warm' or 'hot' and as I understand it is not actually used that much except in describing weather. Es un día caluroso = it is a hot day. Like Duo's given sentence.
Caliente is an adjective meaning 'hot' as in hot to the touch. El horno está caliente = the oven is hot. Though I have seen it used for 'spicy' as well. La pimienta está caliente = the pepper is hot.
Edit One caveat here: You could use 'calor' for weather as well however you would use it with the verb hacer. Hace calor afuera = it is hot outside.