  We present a method for comparing point forecasts in a region of interest,
such as the tails or centre of a variable's range. This method cannot be
hedged, in contrast to conditionally selecting events to evaluate and then
using a scoring function that would have been consistent (or proper) prior to
event selection. Our method also gives decompositions of scoring functions that
are consistent for the mean or a particular quantile or expectile. Each member
of each decomposition is itself a consistent scoring function that emphasises
performance over a selected region of the variable's range. The score of each
member of the decomposition has a natural interpretation rooted in optimal
decision theory. It is the weighted average of economic regret over user
decision thresholds, where the weight emphasises those decision thresholds in
the corresponding region of interest.
