In my case with etherdelta, the certificate all of a sudden became invalid (there was an insecure connection warning on my browser) and the Netcraft anti-phishing browser extension also showed me conflicting information when I clicked on it. This was enough for me to realize that the site i was being redirected to was not the real Etherdelta.
That is the beauty of using HTTPS, the domain name of the website is included in the HTTPS certificate that's sent from server to client, so whether an phisher changes it or not, their certificate and fake website pair will be invalid.
If an attacker makes a fake copy of the site, changes the domain name inside it and puts it on his own server, the certificate signature will be invalid because it won't match with the private key, so you get a warning.
If they do the above but *don't* change the domain name inside, the browser detects the mismatch between the domain it's connecting to and the domain in the certificate, and you get a warning.
So all sites that handle sensitive data should run only HTTPS (and activate HSTS to prevent HTTP from working), so people can identify fake copies of their websites!
So to OP: the way how you'd know how a website was compromised, is when the browser gives you an HTTPS warning. Unless someone hacked the server hosting the electrum website itself, in that case you'd expect what o_e_l_e_o said to happen. But even then the PGP signature verification of the checksums would fail because they don't have ThomasV's private key and people would reject binaries not signed by him or have checksums with no PGP signature at all.