The one blip so far was the eight-wicket beating in Nelson last Thursday. Otherwise they have been conclusively the better side at every turn.
"It's always nice when things go your way," a modest Henry said last night.
"As a group, we're bowling very well and that's part of being a team. Sometimes you get rewards, sometimes you don't."
Sri Lanka gave it a decent shake yesterday, chiefly through Mathews, who arrived at a parlous 33 for three inside the 10th over and was eighth man out for 95.
The first two wickets were gifted away, and for Danushka Gunathilaka there was to be no repeat of his rollicking 65 at Nelson.
Trent Boult and Henry put on the early pressure and for much of the innings, after Mathews and Chandimal had settled things down, Sri Lanka were pushing uphill.
Mathews has had a lean tour for such a class batsman, but this looked to be his day as he pressed on towards what would have been a second ODI century.
Instead he, and Sri Lanka came up short as New Zealand stuck well to their lines. Captain Kane Williamson entrusted key overs to spinners Mitchell Santner and Ish Sodhi in an impressive show of confidence, and they did well on a holding surface, but Henry and Boult - in his first outing of the series, and sending down plenty of slower deliveries too - had the loudest say in the outcome.
The bowlers were backed by energetic fielding and safe hands, Mitchell Santner, Adam Milne and Henry Nicholls notably so, praise which is also warranted for Sri Lanka earlier.
The pitch had a hard surface but was soft underneath, and timing was an issue for the New Zealand batsmen.
That said, Martin Guptill paced his innings impressively, a continuation of his memorable 2015 and a ninth ODI ton, off 109 balls. His partnership of 122 with Kane Williamson set New Zealand up nicely but against some clever bowling, and wholehearted fielding, they had to work hard.
How to quantify a good score. Had they kept New Zealand to 265 they'd have been delighted.
Mitchell Santner, who hints at a bit of x-factor about his cricket, clouted two sixes in the 50th over from Nuwan Pradeep, and while in a sense it doesn't matter what time of the innings the runs come, that pushed New Zealand past 290.
Psychologically that mattered, and given Mathews and co pushing hard in the final overs, was important.
The teams meet on the same ground in the first T20 tomorrow.