For every τ ∈ R and every integer N , let mN (τ ) be the minimum of the distance of τ from the sums N n=1 sn/n, where s1, . . . , sn ∈ {−1, +1}. We prove that mN (τ ) < exp − C(log N ) 2 , for all sufficiently large positive integers N (depending on C and τ ), where C is any positive constant less than 1/ log 4.