The Horror was one of several 'special' children born randomly from mothers who had shown no signs of pregnancy. He (along with six others) was raised by Reginal Hargreeves to save the world.
Horror was created by Gerard Way and Gabriel Bá
Major Story Arcs
Benjamin Hargreeves, 00.06, was one of the seven special infants adopted and trained by Reginald Hargreeves. When he grew older he named himself the Horror. For a time, he continued to work with the rest of his 'family' in the Umbrella Academy.
Benjamin was killed, by unknown means in unknown circumstances. A statue was put up for him in front of the Academy, but it was destroyed during the White Violin's rampage, and replaced with a statue of Pogo.
Horror was able to channel interdimensional beasts through his body. These appeared as green tantacles of various lengths which emerged from his torso.