A couple of comments:
1) Covariate centering. You need to center your covariate and, better yet, scale by the standard deviation. Do your groups have roughly the same average about the covariate? If they are significantly different from each other, when you test about group difference in terms of HDR, what kind of hypothesis about the covariate value: at the overal mean of the covariate across groups, or in regard to each group's own center/mean?
2) Do you assume the groups have roughly the same covariate effect? If unknown, you may consider model each group with different slope:
Model:-1+Time:Group+Group:MyCov
Also change to
SS:marginal
Gang
