NEW YORK -- John Henson returned after missing four games with an Achilles tendon injury, scoring 22 points to lead the Milwaukee Bucks to a 99-92 win over the New York Knicks on Friday at Madison Square Garden.

The forward came off the bench for the Bucks (3-3) and provided a fourth quarter surge, scoring 11 points. His two free throws and a hook shot gave the Bucks a 79-75 lead with 9:45 to play.

Knicks guard Derrick Williams' two free throws tied it at 81-81 with 7:55 to play, but Milwaukee went on a 14-5 burst to move ahead 95-86 with 1:37 remaining.

Forward Giannis Antetokounmpo scored 20 points for Milwaukee, who led the entire game.

The Knicks (2-4) are 0-3 at home for their worst start since beginning 0-3 in 2006-07.

Forward Carmelo Anthony, who missed the last 30 games of last season after undergoing shoulder surgery, led the Knicks with 17 points. New York's rookie forward Kristaps Porzingis recorded his second double-double in three games, scoring 14 points and grabbing 13 rebounds.

Williams chipped in with 15 points and guard Langston Galloway contributed 13 points and seven rebounds.

New York got as close as two points four times in the third quarter, but were unable to take the lead. A driving layup from Milwaukee center Johnny O'Bryant with 54 seconds left in the quarter gave the Bucks a 75-72 edge.

Anthony tossed in nine points for New York in the second quarter as the Knicks whittled the Milwaukee lead to 56-53 at the half. The Bucks led by as many as 14 points midway through the quarter.

Milwaukee shot 65 percent from the floor (13-of-20) and led 30-20 after the first quarter. The Bucks opened the game on a 16-6 run with center Greg Monroe scoring six of those points.

NOTES: G Michael Carter-Williams (strained left ankle) and F John Henson (sore left Achilles) were out for the Bucks. ... Milwaukee G O.J. Mayo hasn't played this season due to a right hamstring strain. ... G Arron Afflalo missed his sixth straight game for the Knicks with a strained left hamstring. ... F Chris Copeland (31) is the only Milwaukee player over 30 years old. The Bucks are the second youngest team in the league (24 years, 144 days) behind Philadelphia. ... In his first five games of the season, Knicks G Langston Galloway is leading the league in 3-point field goal percentage at .647 (11 of 17). ... Knicks rookie F Kristaps Porzingis is averaging 4.4 fouls a game in his first five games.