Just use pov period, period offset-1, period offset-2, period offset -3, etc. The system is smart enough is smart enough to reduce the year iterate backwards past january. Add each of those in until you get the number of months you want.
I only put 3 months in, but this is what you should get at the top:
Current Point of View for Period, Period Current Point of View for Period offset by -1, Period Current Point of View for Period offset by -2
Unfortunately, you can't type that and have to use the selection wizard.
Wow... In French, we'd say "Pourquoi faire simple quand on peut faire compliqué", which would be something along the lines of why make it simple when you can make it complicated. It's ironic, but not in the Alanis Morrissette way of course.
I figured HFM wouldn't know what to do when period 01 of the current year would come along, but as you said it works. So thank you!