Reading 35, Brinson model vs hiring fund manager formula?

can someone explain to me why the formula for the allocation effect in the Brinson model is different from the allocation effect formula for macro attribution analysis of hiring manager?

contribution to allocation = (weight of sector in portfolio − weight of the sector in the benchmark) x return of the sector from Benchmark.

LOS 35.e

contribution to allocation = (weight of sector in fund − weight of the sector in the benchmark) x (return of the sector from Benchmark - total benchmark return)

LOS 35.h

Why is it in the fund manager analysis formula, we have to subtract out the total benchmark return before multiply it by the difference of sector allocation between the portfoliol/fund and the benchmark?

apparently the first formula is an error, Mark Meldrum pointed out in his video, schweser notes didn’t say S**t, just made the exact same mistake in the Schweser notes! Useless