The best way to do this is at the end of each segment. For example, during the first segment the players are being chased down a large market square. They manage to get half the number of successes needed for a total victory, so at the end of the segment you describe them vastly outrun the hobgoblins. In section 2 they are moving through a winding series of alleyways. They don't do as well in this section, so you mention that the party is almost there but the hobgoblins are started to gain again. The third segment is a straight dash towards freedom, and you describe the final results at the end.
Use the segments as midpoints points to change the scene to keep the challenge dynamic, and give the party updates on how they are doing. As another example, in a social challenge, have the opposing party's attitude change at the end of each segment. After segment one if the party is doing well, have the person attitude becomes a little friendlier. If they started out poorly, have him become less interested.