There are no absolutes. But from the viewpoint of any rational ethical philosophy, nazism contained (and contains) within it certain things that can only be termed immoral (or evil, if you prefer that word).
But yes, I fully admit that morality is a human concept (or at least a concept only relevant to certain social animals, and only within their own species or those closely related). There is no cosmic absolute morality. Anyone who does not admit this is simply wrong, in my opinion.
Why would there need to be a cosmic absolute morality? A simple rational moral system is quite functional without some supernatural lawgiver to lay down the rules. And the feeble attempts made by bronze and iron age religious cults have been horrid anyway, so why should we pay attention to them?