Abstract Motivated by the large observed diversity in the properties of extragalactic extinction by dust, we reanalyze the Cepheid calibration used to infer the Hubble constant, H ₀, from Type Ia supernovae, using Cepheid data in 19 Type Ia supernova host galaxies from Riess et al. and anchor data from Riess et al. Unlike the SH0ES team, we do not enforce a fixed universal color–luminosity relation to correct the Cepheid magnitudes. Instead, we focus on a data-driven method, where the optical colors and near-infrared magnitudes of the Cepheids are used to derive individual color–luminosity relations for each Type Ia supernova host and anchor galaxy. We present two different analyses, one based on Wesenheit magnitudes, resulting in H ₀ = 73.2 ± 1.3 km s⁻¹ Mpc⁻¹, a 4.2σ tension with the value inferred from the cosmic microwave background. In the second approach, we calibrate an individual extinction law for each galaxy, with noninformative priors using color excesses, yielding H ₀ = 73.9 ± 1.8 km s⁻¹ Mpc⁻¹, in 3.4σ tension with the Planck value. Although the two methods yield similar results, in the latter approach, the Hubble constants inferred from the individual Cepheid absolute distance calibrator galaxies range from H ₀ = 68.1 ± 3.5 km s⁻¹ Mpc⁻¹ to H ₀ = 76.7 ± 2.0 km s⁻¹ Mpc⁻¹. Taking the correlated nature of H ₀ inferred from individual anchors into account, and allowing for individual extinction laws, the Milky Way anchor is in 2.1–3.1 σ tension with the NGC 4258 and Large Magellanic Cloud anchors, depending on prior assumptions regarding the color–luminosity relations and the method used for quantifying the tension.