Someone made up a theory that Harry and Hermione could be related.
For some reason, they gave the girl up for adoption to the Granger family.
The theory says that Hermione acctually finds out that she is adopted and that she is related to Harry .
It also explains that because she is his sister, she has Harry's moms blood in her, which is why she is always so protective of him. It could also explain why, in spite of their closeness, they never had a romantic relationship.