Adding supplements to hen feed can increase egg nutritional value. Astaxanthin, tocotrienols, and tocopherols are potent antioxidants that provide health benefits to humans. We hypothesized that the addition of these nutrients to hen feed would result in an increased nutrient content in egg yolk with minimum changes in functional properties. Laying hens (Hy-Line W-36 breed) were fed four diets with different supplementation levels of palm toco concentrate and algae biomass containing astaxanthin for 8 weeks. Egg yolks were analyzed for physical, chemical, and functional properties. The feed with the highest nutrient concentration was also studied for stability of these antioxidants using the Arrhenius approach. No significant differences were observed in functional properties except for emulsification capacity and sensory characteristics among eggs from different diet treatments. Changes in egg yolk color reached the maximum values at day 8. Incorporation of tocopherols and tocotrienols increased until day 8, astaxanthin incorporation increased until day 10, and all decreased thereafter. Feed nutrients resulted in a dose–response relationship of these compounds in the egg yolk. The transfer efficiency ranged from 0 to 9.9% for tocotrienols and tocopherols and from 7.6 to 14.9% for astaxanthin at their peak values. Results of the Arrhenius accelerated stability study showed significant differences in the shelf life of various nutrients, and these results can be used to properly formulate and store the feed materials.