The rockets could not hit different parts of targets, since both the targets and the UH-1 were on the ground immobilized. If the rockets hit different parts of the targets they will cause different amount of damage.

1. Place a target on the ground and make sure it's not moving
2. Place an UH-1 on the ground in a way that it can shoot the target (I used a helipad)
3. Shoot the target once with an HE, switch to the GM, look at the HP of the target (or whatever you're testing) before the fire can cause additional damage, if there is any.
4. Heal the target and repeat the previous step
5. After you run out of HE rockets, repeat the previous step with HEDP instead of HE.

I tested damage against infantry in case that HE and HEDP rockets were mixed up.
I would understand if HEDP was worse against infantry, but better against vehicles, but it doesn't look to be the case. I can only guess now that the HEDP has more penetration, but I tested hits in frontal LAV-25 armor just for this. Both of the rockets only killed the driver and didn't kill any passengers. The damage of HEDP was 3 times worse. I'm also not sure how armor penetration works in this game, since it looks to be all based on HP and modules breaking.
The conclusion is that HEDP vehicle damage should be buffed by, for example, 5 times, so its 1,67-2,5 times better against vehicles than HE rockets (30% damage against the side armor of BTR-70 vs 15%).
I'm not sure that this will help though, since it only actually matters if you kill the crew and ignite the vehicle. In such scenario there is no one left to extinguish the fire, and the vehicle will die by itself. You do it this way because actually destroying a vehicle requires too much rockets and precision. So even if you buff the damage of HEDP, HE will still be better, since it will kill the crew just as effectively and also will kill infantry significantly better. But at least a buff is necessary, so HEDPs are not completely useless.