The mechanics of this report are such that the time periods are truncated to just the hour, regardless of the minutes as defined in setup time periods.
This means that a time period of 6:00 - 11:00 is seen as 6:00 to 11:59. Another time period of 11:00- 4:00 is seen as 11:00 to 4:59.
Adjusting the time periods solves the issue.