God doesn't intervene in most human affairs.

Assuming predestined sin (That is, the destiny of whether you will go to heaven or hell is given to you at birth and there is no escape from it.) doesn't exist, He (Which is the correct pronoun, even if god is female or transgendered or neutral unbeknownst to us, so please don't take offense at it.) would not know that the holocaust was going to occur, and He would let it occur because human affairs and atrocities are the responsibility of humans. You think He made humans just so he could be benevolent and save us from ourselves all the time? If predestined sin exists, why bother with life? Create a soul and send it to heaven or hell, simple right? Well, since God doesn't do this, and He does not automatically save us from people who are 'pre-destined' to do evil things, we can assume that predestined sin does not exist or that the good are destined to deal with evil and vise versa.

There is also the concept that we can assume god compensated all of the victims of the holocaust. The righteous got eternal life in heaven etc, and anyone executed in the holocaust who just happened to be an evil bastard got the karmatic benefit of having died in such an awful fashion. (which assumes that if bad things happen to you it pays off karmatic debt.)

In the end, you can blame yourself or you can blame god. You can even do both. But even if god does exist, there are people you should blame other than just Him, because if He exists, then He also gave you the responsibility of free will. So if a horrible atrocity like the holocaust happens, Is God disappointing you or are you disappointing him?

It's like my motto, The Monsters of the past will be long forgotten by the time the general populace is ever forgiven. Is it God's responsibility to fix everything where humanity screwed up? Or should the survivors have to live with the consequences so they can remain in control of their own destinies?

In conclusion, the fact that The Holocaust, or as the Jewish people call it, the Shoah, occured, does not disprove the existance of God, nor does it prove that God is unquestionably cruel.