Actually, if you compare Henmans performancesa at Wimbledon to the English football teams' at 'Grand Slam' events (ie World Cup and European Championships), they're not much different.
Over the last, what, 10 years, Henman has had a chance and now gets to the Quarters or Semis, whereas England, over the last 10 tournaments (which I work out goes back to World Cup 86) are now consistently at least a quarter final team (although I do accept that they didn't qualify for the '94 World Cup
).