diff --git a/zipline/data/benchmarks.py b/zipline/data/benchmarks.py
index 091346c7..5a252637 100644
--- a/zipline/data/benchmarks.py
+++ b/zipline/data/benchmarks.py
@@ -21,6 +21,7 @@ import csv
 from functools import partial
 
 import requests
+import pandas as pd
 
 from . loader_utils import (
     date_conversion,
@@ -126,7 +127,8 @@ def get_benchmark_returns(symbol, start_date=None, end_date=None):
         else:
             prev_close = data_points[i - 1]['close']
             returns = (data_point['close'] - prev_close) / prev_close
-        daily_return = DailyReturn(date=data_point['date'], returns=returns)
+        date = pd.tseries.tools.normalize_date(data_point['date'])
+        daily_return = DailyReturn(date=date, returns=returns)
         benchmark_returns.append(daily_return)
 
     return benchmark_returns