The Séance, 00.04, Klaus Hargreeves. His powers consist of telekinesis, communicating with the dead (mostly through oujia boards), channeling them, communicating through the airwaves, possessing people and he can also levitate. He is known to be a heavy drinker and drug user, having apparently checked himself in in a psychiatric hospital called Shinyview before the reformation of The Umbrella Academy. He dresses in a goth fashion most of the time, black clothes, black make up and he dyed his hair black at the beginning of The Umbrella Academy: Dallas.
In The Umbrella Academy: Apocalypse Suite, he stopped the White Violin's performance, distracting her by dressing up as Hargreeves and belittling her. Shortly thereafter, he stopped a chunk of the moon with his telekinesis.
In Dallas, he dies, but is quickly sent back to Earth by God, possessing and killing the men who tortured and killed him, and hereafter telling Number One its apparently no problem when "children of this family die", thus also raising the question if The Horror is truly dead.
It's also revealed he had a child in the three years spent in the past in Dallas.