I have not tried it, but I believe you might be able to do this by copying the homegenie_statistics.db file to another location and then creating a symbolic link to it. The only issue I see is if that drive is not available at startup or when HG wants to write to the DB. In that case, HG could either crash, create another file somewhere, not write at all, something else entirely?
I have my log files writing to a different drive and when that location isn't available, HG writes to a local file. When the remote drive comes online, I end up with missing data. In my case, I don't care that much. In the case of statistics, I could see that being an issue potentially.