Micro studies of health interventions report substantial returns while macro studies find null effects. This paper identifies a financing burden channel: out-of-pocket expenditure depletes complementary inputs, attenuating productivity gains. We estimate a neutralization threshold of 11.16 percent of household income. This threshold is validated across Nigeria, Kenya, and the United States using distinct identification strategies; all yield estimates between 10.6 and 11.2 percent (p=1.000 for equality). The framework predicts coefficients from seven influential studies with correlation-0.94. Globally, 78 percent of countries exceed the threshold. Health financing reform is prerequisite for capturing returns that health investments are designed to deliver.