Edit the file /YOUR_ADMIN/includes/languages/english/stats_monthly_sales.php, finding this block:
Code:
//-bof-a-lat9
//  Identifies whether the Shipping & Handling values are to be merged into the overall totals, one of:
//  - auto ... (default) S/H charges added to taxed/untaxed totals based on whether shipping is taxed for the store (i.e. sort order of "Tax" order total is greater than that of "Shipping").
//  - on ..... S/H charges added to taxed/untaxed totals *regardless* of store's Order Totals settings
//  - off .... S/H charges kept separate from taxed/untaxed totals *regardless* of store's Order Totals settings
define('STATS_MONTHLY_SALES_COMBINE_SHIPPING', 'auto');
For your store, set the value to 'off'.