My menu only has USB tethering, Mobile Hotspot and Help. No Bluetooth.
Try PDANet. It supports USB, Bluetooth, and (with a FoxFi plugin) WI-Fi. Personally, I use the USB option. Believe it or not, I scored 20mbs on Ookla over USB. I have NOT tried the the WiFi or the Bluetooth, but as I recall PDANet has a free trial version, so it would definitely be worth the effort to try it out. It does require both an android install, and client install. Google it for additional details.